+1,359.8%
WDC vs SHW
+23.8%
+1,336.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.8% |
| 7D | +6.0% | -1.2% | +7.2% | +6.3% |
| 30D | +9.9% | -11.6% | +21.5% | +13.9% |
| 3M | -9.4% | +9.1% | -18.5% | -14.3% |
| 6M | +94.7% | -0.7% | +95.4% | +91.8% |
| YTD | +177.4% | +1.4% | +176.0% | +171.9% |
| 1Y | +412.6% | -12.3% | +424.9% | +431.7% |
| 3Y | +1,359.8% | +23.4% | +1,336.4% | +1,287.1% |
| All | +1,359.8% | +23.8% | +1,336.0% | +1,287.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling