-30.5%
WDAY vs SHW
+12.9%
-43.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.6% |
| 7D | -7.4% | -3.2% | -4.2% | -6.1% |
| 30D | +1.0% | -11.4% | +12.4% | +6.2% |
| 3M | +32.7% | +3.5% | +29.2% | +31.0% |
| 6M | +25.6% | -3.4% | +28.9% | +26.2% |
| YTD | -13.4% | -0.3% | -13.0% | -14.8% |
| 1Y | -19.4% | -10.4% | -8.9% | -16.7% |
| 3Y | -25.8% | +21.3% | -47.1% | -36.1% |
| All | -30.5% | +12.9% | -43.3% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling