+14.5%
SHW vs WM
+61.6%
-47.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +4.2% | +1.2% | +3.1% | +3.7% |
| 30D | +11.3% | +13.7% | -2.4% | +5.0% |
| 3M | -1.8% | +5.2% | -7.0% | -4.1% |
| 6M | +12.7% | +11.2% | +1.5% | +6.9% |
| YTD | +10.4% | +9.4% | +1.0% | +4.7% |
| 1Y | +4.7% | +20.4% | -15.7% | -5.6% |
| 3Y | +42.7% | +44.7% | -2.0% | +9.8% |
| 5Y | +14.5% | +58.5% | -43.9% | -17.8% |
| All | +14.5% | +61.6% | -47.1% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling