+10.5%
SHW vs WSM
+171.2%
-160.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | -12.7% | -10.7% | -2.0% | -10.2% |
| 3M | +4.7% | +8.5% | -3.8% | +2.7% |
| 6M | -3.4% | +19.6% | -23.1% | -7.6% |
| YTD | -1.3% | +26.6% | -27.9% | -7.0% |
| 1Y | -10.4% | +12.0% | -22.3% | -13.3% |
| 3Y | +20.1% | +226.6% | -206.6% | -16.4% |
| 5Y | +10.5% | +174.1% | -163.6% | -24.3% |
| All | +10.5% | +171.2% | -160.7% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling