+12.2%
SHW vs WM
+59.1%
-46.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.4% |
| 7D | +3.5% | +1.2% | +2.3% | +2.9% |
| 30D | +9.2% | +13.1% | -3.8% | +3.4% |
| 3M | -5.1% | +3.6% | -8.7% | -6.7% |
| 6M | +6.8% | +8.1% | -1.2% | +2.7% |
| YTD | +7.0% | +8.9% | -2.0% | +1.6% |
| 1Y | +4.1% | +20.3% | -16.2% | -6.1% |
| 3Y | +41.1% | +46.2% | -5.1% | +7.7% |
| All | +12.2% | +59.1% | -46.9% | -19.9% |
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