+356.5%
SHW vs WM
+337.2%
+19.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | +1.6% | -0.5% | +2.0% | +1.9% |
| 30D | +12.1% | +13.3% | -1.2% | +4.6% |
| 3M | -3.0% | +4.4% | -7.3% | -5.3% |
| 6M | +13.5% | +10.8% | +2.7% | +6.7% |
| YTD | +11.2% | +9.1% | +2.2% | +4.6% |
| 1Y | +6.2% | +19.1% | -12.9% | -5.3% |
| 3Y | +45.6% | +45.7% | 0.0% | +11.1% |
| 5Y | +15.6% | +60.4% | -44.9% | -17.8% |
| 10Y | +356.5% | +328.7% | +27.7% | +85.8% |
| All | +356.5% | +337.2% | +19.3% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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