+15.0%
SHW vs WWD
+192.1%
-177.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.7% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -11.6% | -6.4% | -5.2% | -9.9% |
| 3M | +9.1% | -5.6% | +14.7% | +10.3% |
| 6M | -0.7% | -9.1% | +8.4% | +1.3% |
| YTD | +1.4% | +12.5% | -11.2% | -3.4% |
| 1Y | -12.3% | +41.3% | -53.6% | -22.6% |
| 3Y | +23.4% | +170.2% | -146.9% | -15.0% |
| 5Y | +15.0% | +192.5% | -177.5% | -27.1% |
| All | +15.0% | +192.1% | -177.1% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling