+280.4%
SHW vs WPM
+558.4%
-278.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.2% | +1.6% |
| 7D | -3.1% | -0.6% | -2.6% | -3.1% |
| 30D | -10.0% | +14.4% | -24.4% | -11.4% |
| 3M | +2.3% | +37.0% | -34.7% | -1.4% |
| 6M | +0.7% | +4.1% | -3.5% | -0.4% |
| YTD | +0.5% | +31.7% | -31.2% | -3.2% |
| 1Y | -11.5% | +44.2% | -55.6% | -15.7% |
| 3Y | +21.3% | +265.5% | -244.2% | +4.1% |
| 5Y | +12.5% | +262.5% | -250.0% | -4.7% |
| All | +280.4% | +558.4% | -278.0% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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