+26.3%
SHW vs WCC
+131.9%
-105.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.4% | -0.4% |
| 7D | -3.2% | +4.5% | -7.7% | -4.1% |
| 30D | -9.5% | -5.8% | -3.7% | -8.5% |
| 3M | +11.5% | -3.7% | +15.1% | +11.7% |
| 6M | -3.5% | +23.1% | -26.6% | -8.8% |
| YTD | +3.7% | +44.2% | -40.4% | -5.5% |
| 1Y | -7.9% | +62.1% | -70.0% | -18.6% |
| All | +26.3% | +131.9% | -105.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling