+284.1%
SHW vs WEC
+141.2%
+142.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.3% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | -11.4% | +0.9% | -12.3% | -11.8% |
| 3M | +3.5% | -5.3% | +8.8% | +5.7% |
| 6M | -3.4% | -6.6% | +3.2% | -0.8% |
| YTD | -0.3% | +3.3% | -3.6% | -1.9% |
| 1Y | -10.4% | +2.1% | -12.5% | -11.6% |
| 3Y | +21.3% | +39.6% | -18.3% | +4.1% |
| 5Y | +12.9% | +31.2% | -18.3% | -1.0% |
| 10Y | +284.1% | +148.4% | +135.7% | +183.3% |
| All | +284.1% | +141.2% | +142.9% | +183.3% |
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