+10,358.4%
SHW vs WWD
+15,408.5%
-5,050.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | -9.5% | -7.2% | -2.4% | -8.0% |
| 3M | +11.5% | -3.8% | +15.3% | +12.0% |
| 6M | -3.5% | -9.9% | +6.4% | -1.7% |
| YTD | +3.7% | +14.8% | -11.1% | -0.4% |
| 1Y | -7.9% | +42.1% | -50.0% | -16.2% |
| 3Y | +24.7% | +170.8% | -146.1% | -3.8% |
| 5Y | +13.6% | +197.5% | -183.9% | -15.3% |
| 10Y | +283.0% | +477.8% | -194.9% | +134.2% |
| All | +10,358.4% | +15,408.5% | -5,050.1% | +3,818.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling