-25.7%
WDAY vs SHW
+23.8%
-49.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.3% |
| 7D | -6.1% | -1.2% | -4.9% | -5.8% |
| 30D | +3.7% | -11.6% | +15.3% | +6.9% |
| 3M | +29.6% | +9.1% | +20.5% | +27.9% |
| 6M | +23.3% | -0.7% | +24.0% | +23.7% |
| YTD | -13.3% | +1.4% | -14.6% | -14.2% |
| 1Y | -19.6% | -12.3% | -7.4% | -16.1% |
| 3Y | -25.7% | +23.4% | -49.0% | -33.8% |
| All | -25.7% | +23.8% | -49.5% | -33.8% |
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 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