+141.0%
WBD vs SHW
+21.1%
+119.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | 0.0% |
| 7D | -1.7% | -3.2% | +1.5% | -0.3% |
| 30D | +3.9% | -11.4% | +15.3% | +9.4% |
| 3M | +5.1% | +3.5% | +1.6% | +2.2% |
| 6M | +0.6% | -3.4% | +3.9% | +0.8% |
| YTD | -3.2% | -0.3% | -2.8% | -5.4% |
| 1Y | +127.7% | -10.4% | +138.1% | +137.1% |
| All | +141.0% | +21.1% | +119.9% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling