+20.3%
SHW vs WSM
+232.0%
-211.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -3.2% | +2.6% | -5.8% | -3.8% |
| 30D | -11.4% | -9.3% | -2.1% | -9.4% |
| 3M | +3.5% | +7.1% | -3.6% | +2.1% |
| 6M | -3.4% | +21.7% | -25.1% | -7.2% |
| YTD | -0.3% | +28.7% | -29.1% | -5.4% |
| 1Y | -10.4% | +13.9% | -24.3% | -13.3% |
| All | +20.3% | +232.0% | -211.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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