+20,418.4%
SHW vs WY
+688.1%
+19,730.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -3.2% | -1.7% | -1.5% | -2.6% |
| 30D | -9.5% | -10.1% | +0.6% | -6.0% |
| 3M | +11.5% | -5.1% | +16.6% | +13.5% |
| 6M | -3.5% | -4.8% | +1.2% | -1.9% |
| YTD | +3.7% | -0.2% | +4.0% | +3.7% |
| 1Y | -7.9% | -6.6% | -1.3% | -5.9% |
| 3Y | +24.7% | -22.7% | +47.4% | +35.1% |
| 5Y | +13.6% | -22.2% | +35.8% | +21.9% |
| 10Y | +283.0% | +7.3% | +275.7% | +242.5% |
| All | +20,418.4% | +688.1% | +19,730.3% | +8,302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling