+21,057.3%
SHW vs WMB
+4,805.5%
+16,251.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +3.5% | -13.8% | +17.3% | +5.3% |
| 30D | +9.2% | -10.3% | +19.6% | +10.5% |
| 3M | -5.1% | -10.1% | +5.0% | -4.1% |
| 6M | +6.8% | -11.8% | +18.7% | +8.1% |
| YTD | +7.0% | +8.9% | -2.0% | +5.0% |
| 1Y | +4.1% | +14.0% | -9.9% | +1.6% |
| 3Y | +41.1% | +100.5% | -59.5% | +27.0% |
| 5Y | +12.9% | +179.5% | -166.6% | -3.2% |
| 10Y | +366.3% | +272.7% | +93.6% | +275.0% |
| All | +21,057.3% | +4,805.5% | +16,251.7% | +9,153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling