+10.5%
SHW vs WY
-22.3%
+32.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.4% |
| 7D | -4.5% | -3.7% | -0.8% | -2.5% |
| 30D | -12.7% | -11.3% | -1.4% | -7.0% |
| 3M | +4.7% | -8.1% | +12.8% | +9.2% |
| 6M | -3.4% | -7.4% | +4.0% | +0.4% |
| YTD | -1.3% | -4.7% | +3.4% | +0.8% |
| 1Y | -10.4% | -9.2% | -1.2% | -6.3% |
| 3Y | +20.1% | -24.7% | +44.8% | +35.7% |
| 5Y | +10.5% | -21.6% | +32.1% | +25.8% |
| All | +10.5% | -22.3% | +32.8% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling