+12.0%
WBD vs SHW
+281.7%
-269.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -0.6% | -4.5% | +3.9% | +1.3% |
| 30D | +4.2% | -12.7% | +16.9% | +10.0% |
| 3M | +7.5% | +4.7% | +2.8% | +4.6% |
| 6M | +1.6% | -3.4% | +5.0% | +1.7% |
| YTD | -2.2% | -1.3% | -0.8% | -3.3% |
| 1Y | +124.9% | -10.4% | +135.2% | +131.3% |
| 3Y | +149.1% | +20.1% | +129.0% | +125.7% |
| 5Y | +7.8% | +10.5% | -2.6% | -2.5% |
| All | +12.0% | +281.7% | -269.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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