+2,338.1%
SHW vs WU
-21.8%
+2,359.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +1.9% | -2.0% | +3.9% | +2.6% |
| 30D | +8.1% | +11.4% | -3.3% | +4.2% |
| 3M | -2.8% | -6.8% | +4.0% | -0.8% |
| 6M | +15.0% | -14.6% | +29.7% | +19.4% |
| YTD | +9.0% | -20.6% | +29.6% | +15.3% |
| 1Y | +4.5% | -15.4% | +19.8% | +8.0% |
| 3Y | +41.9% | -23.6% | +65.5% | +49.2% |
| 5Y | +10.7% | -43.4% | +54.1% | +25.7% |
| 10Y | +340.4% | -38.8% | +379.2% | +370.2% |
| All | +2,338.1% | -21.8% | +2,359.9% | +2,118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling