+2,220.0%
SHW vs WU
-19.6%
+2,239.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -9.5% | -1.1% | -8.4% | -9.3% |
| 3M | +11.5% | -3.9% | +15.3% | +11.6% |
| 6M | -3.5% | -20.7% | +17.1% | +2.5% |
| YTD | +3.7% | -18.4% | +22.1% | +8.9% |
| 1Y | -7.9% | -8.1% | +0.2% | -7.5% |
| 3Y | +24.7% | -24.2% | +48.9% | +31.4% |
| 5Y | +13.6% | -50.4% | +64.0% | +34.7% |
| 10Y | +283.0% | -40.0% | +323.0% | +312.3% |
| All | +2,220.0% | -19.6% | +2,239.6% | +1,996.7% |
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