+136.8%
WDAY vs SHW
+340.1%
-203.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.3% |
| 7D | -4.8% | +0.7% | -5.4% | -5.1% |
| 30D | +2.5% | +8.4% | -5.9% | -2.0% |
| 3M | +8.8% | -2.2% | +11.0% | +9.5% |
| 6M | +60.7% | +13.3% | +47.4% | +49.3% |
| YTD | -11.2% | +9.2% | -20.5% | -17.5% |
| 1Y | -15.6% | +2.9% | -18.5% | -19.1% |
| 3Y | -17.1% | +41.1% | -58.2% | -35.4% |
| 5Y | -35.7% | +11.0% | -46.6% | -44.0% |
| All | +136.8% | +340.1% | -203.3% | -8.8% |
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