+8,296.9%
WFC vs SHW
+21,699.3%
-13,402.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.5% | +1.9% | +0.6% | +1.6% |
| 30D | +7.0% | +8.1% | -1.1% | +3.1% |
| 3M | -1.8% | -2.8% | +1.0% | -1.0% |
| 6M | +18.4% | +15.0% | +3.4% | +9.9% |
| YTD | -5.6% | +9.0% | -14.6% | -10.8% |
| 1Y | +3.9% | +4.5% | -0.6% | 0.0% |
| 3Y | +126.3% | +41.9% | +84.5% | +86.4% |
| 5Y | +91.1% | +10.7% | +80.4% | +71.2% |
| 10Y | +118.5% | +340.4% | -221.8% | +1.4% |
| All | +8,296.9% | +21,699.3% | -13,402.4% | +559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling