+337.7%
SHW vs WST
+456.5%
-118.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +1.9% | +4.2% | -2.3% | +0.9% |
| 30D | +8.1% | +11.2% | -3.2% | +5.2% |
| 3M | -2.8% | +20.4% | -23.2% | -7.2% |
| 6M | +15.0% | +37.9% | -22.8% | +6.0% |
| YTD | +9.0% | +51.8% | -42.8% | -2.5% |
| 1Y | +4.5% | +56.6% | -52.1% | -7.3% |
| 3Y | +41.9% | +24.2% | +17.6% | +23.6% |
| 5Y | +10.7% | +0.7% | +10.1% | +1.3% |
| All | +337.7% | +456.5% | -118.9% | +96.6% |
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