+287.9%
WDAY vs SHW
+716.3%
-428.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -4.6% | +4.2% | -8.8% | -6.7% |
| 30D | +1.2% | +11.3% | -10.0% | -4.4% |
| 3M | +2.6% | -1.8% | +4.4% | +3.0% |
| 6M | +47.8% | +12.7% | +35.1% | +37.8% |
| YTD | -12.1% | +10.4% | -22.5% | -18.7% |
| 1Y | -17.1% | +4.7% | -21.9% | -21.3% |
| 3Y | -17.9% | +42.7% | -60.6% | -35.7% |
| 5Y | -35.1% | +14.5% | -49.6% | -44.2% |
| 10Y | +130.1% | +340.7% | -210.6% | -6.0% |
| All | +287.9% | +716.3% | -428.3% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling