+130.7%
WFC vs SHW
+23.8%
+107.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.5% |
| 7D | +1.1% | -1.2% | +2.2% | +1.5% |
| 30D | +0.8% | -11.6% | +12.4% | +4.8% |
| 3M | +9.3% | +9.1% | +0.2% | +5.5% |
| 6M | +10.6% | -0.7% | +11.3% | +10.1% |
| YTD | -4.1% | +1.4% | -5.4% | -5.6% |
| 1Y | +13.6% | -12.3% | +25.8% | +17.6% |
| 3Y | +130.7% | +23.4% | +107.4% | +105.8% |
| All | +130.7% | +23.8% | +107.0% | +105.8% |
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