+111.5%
WDAY vs SHW
+281.7%
-170.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -10.5% | -4.5% | -6.1% | -8.5% |
| 30D | +2.1% | -12.7% | +14.8% | +9.2% |
| 3M | +34.6% | +4.7% | +29.9% | +31.6% |
| 6M | +29.9% | -3.4% | +33.3% | +30.1% |
| YTD | -13.8% | -1.3% | -12.5% | -15.2% |
| 1Y | -18.3% | -10.4% | -7.9% | -15.7% |
| 3Y | -26.2% | +20.1% | -46.2% | -36.8% |
| 5Y | -30.8% | +10.5% | -41.3% | -39.7% |
| All | +111.5% | +281.7% | -170.1% | +0.1% |
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