+10.2%
SHW vs WST
+1.0%
+9.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +1.9% | +4.2% | -2.3% | +1.2% |
| 30D | +8.1% | +11.2% | -3.2% | +6.1% |
| 3M | -2.8% | +20.4% | -23.2% | -5.9% |
| 6M | +15.0% | +37.9% | -22.8% | +8.7% |
| YTD | +9.0% | +51.8% | -42.8% | +0.9% |
| 1Y | +4.5% | +56.6% | -52.1% | -3.8% |
| 3Y | +41.9% | +24.2% | +17.6% | +28.6% |
| All | +10.2% | +1.0% | +9.3% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling