+5.5%
SHW vs WM
+20.0%
-14.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +1.6% | -0.5% | +2.0% | +1.7% |
| 30D | +12.1% | +13.3% | -1.2% | +9.5% |
| 3M | -3.0% | +4.4% | -7.3% | -4.1% |
| 6M | +13.5% | +10.8% | +2.7% | +11.3% |
| YTD | +11.2% | +9.1% | +2.2% | +6.3% |
| All | +5.5% | +20.0% | -14.5% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling