+21,359.2%
SHW vs WM
+29,154.7%
-7,795.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.2% |
| 7D | +5.7% | +4.5% | +1.2% | +4.8% |
| 30D | +8.7% | +16.1% | -7.4% | +5.5% |
| 3M | -5.4% | +8.0% | -13.4% | -6.8% |
| 6M | +12.2% | +8.4% | +3.8% | +10.3% |
| YTD | +8.5% | +11.2% | -2.7% | +5.9% |
| 1Y | +4.9% | +22.3% | -17.4% | +0.5% |
| 3Y | +42.8% | +50.2% | -7.4% | +30.7% |
| 5Y | +14.5% | +63.3% | -48.8% | +3.2% |
| 10Y | +373.0% | +355.0% | +18.0% | +257.5% |
| All | +21,359.2% | +29,154.7% | -7,795.6% | +11,467.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling