+12.3%
WFC vs SHW
-7.8%
+20.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | +3.8% | -3.2% | +7.0% | +4.5% |
| 30D | +1.5% | -9.5% | +11.0% | +3.6% |
| 3M | +10.9% | +11.5% | -0.6% | +8.0% |
| 6M | +8.4% | -3.5% | +12.0% | +8.0% |
| YTD | -1.9% | +3.7% | -5.6% | -4.0% |
| 1Y | +12.3% | -7.9% | +20.2% | +8.5% |
| All | +12.3% | -7.8% | +20.2% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling