+6,120.0%
SHW vs WTW
+1,101.3%
+5,018.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -4.5% | -7.8% | +3.3% | -1.9% |
| 30D | -12.7% | -7.9% | -4.8% | -10.3% |
| 3M | +4.7% | +19.9% | -15.3% | -1.6% |
| 6M | -3.4% | +9.8% | -13.2% | -7.1% |
| YTD | -1.3% | -3.3% | +2.0% | -1.5% |
| 1Y | -10.4% | -3.3% | -7.1% | -10.7% |
| 3Y | +20.1% | +61.5% | -41.4% | -0.2% |
| 5Y | +10.5% | +42.6% | -32.1% | -4.6% |
| 10Y | +280.3% | +197.1% | +83.2% | +161.2% |
| All | +6,120.0% | +1,101.3% | +5,018.7% | +3,348.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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