-17.9%
WDAY vs SHW
+44.1%
-62.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -4.6% | +4.2% | -8.8% | -5.6% |
| 30D | +1.2% | +11.3% | -10.0% | -1.5% |
| 3M | +2.6% | -1.8% | +4.4% | +2.8% |
| 6M | +47.8% | +12.7% | +35.1% | +44.0% |
| YTD | -12.1% | +10.4% | -22.5% | -15.0% |
| 1Y | -17.1% | +4.7% | -21.9% | -18.3% |
| 3Y | -17.9% | +42.7% | -60.6% | -29.5% |
| All | -17.9% | +44.1% | -62.0% | -29.5% |
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