+1,228.2%
WDC vs SHW
+281.7%
+946.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +4.4% | -4.5% | +8.9% | +7.0% |
| 30D | +5.3% | -12.7% | +18.0% | +13.0% |
| 3M | -5.9% | +4.7% | -10.6% | -10.6% |
| 6M | +73.2% | -3.4% | +76.7% | +71.9% |
| YTD | +167.8% | -1.3% | +169.2% | +163.0% |
| 1Y | +386.0% | -10.4% | +396.3% | +400.6% |
| 3Y | +1,309.7% | +20.1% | +1,289.6% | +1,092.6% |
| 5Y | +957.1% | +10.5% | +946.6% | +809.7% |
| All | +1,228.2% | +281.7% | +946.5% | +534.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling