+278.3%
SHW vs WST
+321.8%
-43.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -11.6% | -4.6% | -7.0% | -10.6% |
| 3M | +9.1% | +5.7% | +3.4% | +7.5% |
| 6M | -0.7% | +37.6% | -38.2% | -8.6% |
| YTD | +1.4% | +23.0% | -21.7% | -4.4% |
| 1Y | -12.3% | +33.8% | -46.1% | -19.4% |
| 3Y | +23.4% | -13.4% | +36.7% | +19.7% |
| 5Y | +15.0% | -27.0% | +42.0% | +15.6% |
| 10Y | +278.3% | +324.5% | -46.3% | +87.1% |
| All | +278.3% | +321.8% | -43.6% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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