+20,418.4%
SHW vs WMB
+5,535.5%
+14,882.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | -9.5% | +3.3% | -12.8% | -10.0% |
| 3M | +11.5% | +3.1% | +8.3% | +10.8% |
| 6M | -3.5% | -0.7% | -2.8% | -3.7% |
| YTD | +3.7% | +25.2% | -21.4% | +0.3% |
| 1Y | -7.9% | +32.9% | -40.8% | -11.8% |
| 3Y | +24.7% | +140.6% | -115.9% | +9.9% |
| 5Y | +13.6% | +273.5% | -259.9% | -6.0% |
| 10Y | +283.0% | +334.2% | -51.3% | +202.7% |
| All | +20,418.4% | +5,535.5% | +14,882.9% | +8,736.8% |
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