+41.9%
SHW vs WMB
+121.9%
-80.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.9% | +7.8% | -5.9% | +1.6% |
| 30D | +8.1% | -5.1% | +13.2% | +8.0% |
| 3M | -2.8% | -4.7% | +1.9% | -2.9% |
| 6M | +15.0% | -7.4% | +22.4% | +15.1% |
| YTD | +9.0% | +17.5% | -8.5% | +4.9% |
| 1Y | +4.5% | +19.5% | -15.0% | +0.2% |
| 3Y | +41.9% | +121.3% | -79.4% | +25.5% |
| All | +41.9% | +121.9% | -80.0% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling