+284.1%
SHW vs WWD
+479.8%
-195.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -11.4% | -5.1% | -6.3% | -10.1% |
| 3M | +3.5% | -11.2% | +14.7% | +6.7% |
| 6M | -3.4% | -12.0% | +8.7% | -0.3% |
| YTD | -0.3% | +12.0% | -12.3% | -5.0% |
| 1Y | -10.4% | +42.8% | -53.2% | -21.3% |
| 3Y | +21.3% | +168.9% | -147.6% | -14.7% |
| 5Y | +12.9% | +192.2% | -179.3% | -24.5% |
| 10Y | +284.1% | +495.3% | -211.2% | +86.6% |
| All | +284.1% | +479.8% | -195.7% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling