+12.9%
SHW vs WPM
+261.4%
-248.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.8% |
| 7D | -3.2% | +3.9% | -7.1% | -3.7% |
| 30D | -11.4% | +17.7% | -29.1% | -13.6% |
| 3M | +3.5% | +39.4% | -35.9% | -1.7% |
| 6M | -3.4% | +6.4% | -9.8% | -5.1% |
| YTD | -0.3% | +34.0% | -34.3% | -5.5% |
| 1Y | -10.4% | +50.5% | -60.9% | -16.7% |
| 3Y | +21.3% | +280.3% | -259.0% | -4.6% |
| 5Y | +12.9% | +266.3% | -253.5% | -15.4% |
| All | +12.9% | +261.4% | -248.5% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling