+60.7%
WDAY vs SHW
+13.0%
+47.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.1% |
| 7D | -4.8% | +0.7% | -5.4% | -5.0% |
| 30D | +2.5% | +8.4% | -5.9% | -0.2% |
| 3M | +8.8% | -2.2% | +11.0% | +9.7% |
| 6M | +60.7% | +13.3% | +47.4% | +66.9% |
| All | +60.7% | +13.0% | +47.7% | +66.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling