+20,418.4%
SHW vs WSM
+34,755.7%
-14,337.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -3.2% | -3.3% | 0.0% | -2.7% |
| 30D | -9.5% | -8.4% | -1.1% | -8.1% |
| 3M | +11.5% | +9.7% | +1.8% | +9.7% |
| 6M | -3.5% | +16.7% | -20.2% | -6.1% |
| YTD | +3.7% | +28.7% | -25.0% | -0.9% |
| 1Y | -7.9% | +13.7% | -21.6% | -10.3% |
| 3Y | +24.7% | +230.1% | -205.4% | -2.3% |
| 5Y | +13.6% | +179.0% | -165.4% | -10.5% |
| 10Y | +283.0% | +1,002.5% | -719.6% | +128.0% |
| All | +20,418.4% | +34,755.7% | -14,337.3% | +7,047.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling