+144.0%
WDAY vs SHW
+339.2%
-195.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +1.8% | +1.9% | -0.1% | +0.8% |
| 30D | +4.1% | +8.1% | -4.0% | -0.3% |
| 3M | -4.8% | -2.8% | -2.1% | -4.0% |
| 6M | +68.6% | +15.0% | +53.6% | +55.5% |
| YTD | -8.5% | +9.0% | -17.5% | -14.9% |
| 1Y | -12.1% | +4.5% | -16.6% | -16.4% |
| 3Y | -13.2% | +41.9% | -55.0% | -32.6% |
| 5Y | -33.7% | +10.7% | -44.5% | -42.2% |
| All | +144.0% | +339.2% | -195.2% | -6.0% |
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