+278.3%
SHW vs WMB
+309.4%
-31.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.5% | -2.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -11.6% | +7.7% | -19.3% | -13.5% |
| 3M | +9.1% | +6.7% | +2.4% | +6.8% |
| 6M | -0.7% | +3.6% | -4.3% | -2.3% |
| YTD | +1.4% | +28.0% | -26.6% | -6.2% |
| 1Y | -12.3% | +37.6% | -49.9% | -20.7% |
| 3Y | +23.4% | +149.0% | -125.7% | -7.5% |
| 5Y | +15.0% | +285.3% | -270.3% | -25.2% |
| 10Y | +278.3% | +302.1% | -23.8% | +120.2% |
| All | +278.3% | +309.4% | -31.2% | +120.2% |
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