+15.0%
SHW vs WU
-51.1%
+66.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.6% |
| 7D | -1.2% | -0.8% | -0.3% | -1.0% |
| 30D | -11.6% | -1.1% | -10.5% | -11.4% |
| 3M | +9.1% | -1.8% | +10.9% | +8.6% |
| 6M | -0.7% | -23.9% | +23.3% | +6.1% |
| YTD | +1.4% | -20.4% | +21.8% | +6.5% |
| 1Y | -12.3% | -10.6% | -1.7% | -11.3% |
| 3Y | +23.4% | -27.7% | +51.1% | +31.0% |
| 5Y | +15.0% | -51.1% | +66.1% | +29.3% |
| All | +15.0% | -51.1% | +66.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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