+273.5%
SHW vs WCN
+235.2%
+38.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -4.5% | -4.4% | 0.0% | -2.0% |
| 30D | -12.7% | -4.4% | -8.2% | -10.4% |
| 3M | +4.7% | +0.5% | +4.2% | +4.0% |
| 6M | -3.4% | -3.3% | -0.2% | -2.5% |
| YTD | -1.3% | -8.5% | +7.2% | +2.3% |
| 1Y | -10.4% | -8.9% | -1.4% | -7.0% |
| 3Y | +20.1% | +18.0% | +2.0% | +3.5% |
| 5Y | +10.5% | +25.0% | -14.6% | -9.3% |
| All | +273.5% | +235.2% | +38.3% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling