+280.4%
SHW vs WY
+7.6%
+272.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -3.1% | -4.2% | +1.1% | -1.3% |
| 30D | -10.0% | -10.1% | +0.1% | -5.9% |
| 3M | +2.3% | -8.5% | +10.8% | +6.0% |
| 6M | +0.7% | -3.3% | +4.0% | +2.1% |
| YTD | +0.5% | -4.4% | +4.9% | +2.2% |
| 1Y | -11.5% | -11.5% | 0.0% | -7.2% |
| 3Y | +21.3% | -24.3% | +45.7% | +34.2% |
| 5Y | +12.5% | -21.3% | +33.8% | +21.5% |
| All | +280.4% | +7.6% | +272.9% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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