+346.7%
SHW vs WEC
+190.8%
+156.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | +11.1% | +12.0% | -0.9% | +6.0% |
| 3M | -2.2% | +11.1% | -13.2% | -6.5% |
| 6M | +14.3% | +6.0% | +8.4% | +11.4% |
| YTD | +10.6% | +14.3% | -3.7% | +4.3% |
| 1Y | +4.1% | +8.0% | -3.9% | +0.5% |
| 3Y | +42.9% | +62.8% | -20.0% | +14.7% |
| 5Y | +14.2% | +55.3% | -41.1% | -6.6% |
| 10Y | +346.7% | +193.2% | +153.6% | +204.3% |
| All | +346.7% | +190.8% | +156.0% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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