+340.7%
SHW vs WMB
+265.8%
+74.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +4.2% | -6.9% | +11.2% | +5.9% |
| 30D | +11.3% | -7.2% | +18.4% | +12.7% |
| 3M | -1.8% | -5.4% | +3.6% | -1.2% |
| 6M | +12.7% | -4.9% | +17.6% | +12.8% |
| YTD | +10.4% | +14.7% | -4.3% | +4.7% |
| 1Y | +4.7% | +14.7% | -10.0% | -0.8% |
| 3Y | +42.7% | +116.4% | -73.7% | +11.0% |
| 5Y | +14.5% | +198.5% | -184.0% | -19.6% |
| 10Y | +340.7% | +266.3% | +74.5% | +158.0% |
| All | +340.7% | +265.8% | +74.9% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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