+15.0%
SHW vs WEC
+34.9%
-19.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -11.6% | +0.3% | -11.9% | -11.8% |
| 3M | +9.1% | -2.9% | +12.0% | +10.4% |
| 6M | -0.7% | -5.9% | +5.3% | +1.9% |
| YTD | +1.4% | +4.1% | -2.8% | -0.8% |
| 1Y | -12.3% | +3.1% | -15.4% | -14.0% |
| 3Y | +23.4% | +40.8% | -17.4% | +3.1% |
| 5Y | +15.0% | +31.7% | -16.7% | -0.8% |
| All | +15.0% | +34.9% | -19.9% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling