-19.4%
WDAY vs SHW
-12.7%
-6.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | 0.0% |
| 7D | -7.4% | -3.2% | -4.2% | -7.2% |
| 30D | +1.0% | -11.4% | +12.4% | +1.4% |
| 3M | +32.7% | +3.5% | +29.2% | +35.7% |
| 6M | +25.6% | -3.4% | +28.9% | +28.2% |
| YTD | -13.4% | -0.3% | -13.0% | -12.4% |
| 1Y | -19.4% | -10.4% | -8.9% | -17.1% |
| All | -19.4% | -12.7% | -6.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling