+682.0%
WDC vs SHW
+340.1%
+341.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | 0.0% |
| 7D | +16.3% | +0.7% | +15.6% | +16.0% |
| 30D | -18.3% | +8.4% | -26.7% | -22.4% |
| 3M | -31.4% | -2.2% | -29.2% | -31.4% |
| 6M | -36.3% | +13.3% | -49.6% | -42.8% |
| YTD | +80.8% | +9.2% | +71.6% | +66.4% |
| 1Y | +87.7% | +2.9% | +84.8% | +78.8% |
| 3Y | +819.4% | +41.1% | +778.3% | +600.3% |
| 5Y | +583.2% | +11.0% | +572.3% | +489.8% |
| All | +682.0% | +340.1% | +341.9% | +230.4% |
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