+302.1%
WDAY vs SHW
+666.6%
-364.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -4.4% | -3.2% | -1.1% | -2.8% |
| 30D | +14.7% | -9.5% | +24.3% | +20.6% |
| 3M | +32.4% | +11.5% | +20.9% | +25.2% |
| 6M | +36.9% | -3.5% | +40.4% | +37.1% |
| YTD | -8.8% | +3.7% | -12.6% | -12.6% |
| 1Y | -15.3% | -7.9% | -7.4% | -13.8% |
| 3Y | -21.2% | +24.7% | -45.9% | -33.6% |
| 5Y | -29.5% | +13.6% | -43.1% | -39.1% |
| 10Y | +120.0% | +283.0% | -162.9% | -3.6% |
| All | +302.1% | +666.6% | -364.5% | +36.9% |
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 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