+142.7%
WFC vs SHW
+281.7%
-139.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +0.3% | -4.5% | +4.8% | +2.3% |
| 30D | +2.3% | -12.7% | +15.0% | +8.5% |
| 3M | +9.8% | +4.7% | +5.1% | +6.7% |
| 6M | +15.6% | -3.4% | +19.0% | +16.1% |
| YTD | -2.4% | -1.3% | -1.1% | -3.3% |
| 1Y | +13.8% | -10.4% | +24.2% | +17.6% |
| 3Y | +134.6% | +20.1% | +114.5% | +107.2% |
| 5Y | +127.9% | +10.5% | +117.4% | +103.5% |
| All | +142.7% | +281.7% | -139.0% | +23.1% |
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 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