+20,418.4%
SHW vs WST
+12,330.1%
+8,088.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.2% | +0.7% | -4.0% | -3.4% |
| 30D | -9.5% | -3.1% | -6.4% | -8.8% |
| 3M | +11.5% | +7.2% | +4.3% | +9.4% |
| 6M | -3.5% | +36.8% | -40.4% | -11.4% |
| YTD | +3.7% | +23.8% | -20.1% | -2.6% |
| 1Y | -7.9% | +37.8% | -45.7% | -16.3% |
| 3Y | +24.7% | -15.9% | +40.6% | +20.7% |
| 5Y | +13.6% | -25.8% | +39.4% | +11.0% |
| 10Y | +283.0% | +319.6% | -36.6% | +124.2% |
| All | +20,418.4% | +12,330.1% | +8,088.3% | +5,222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling