+8,627.7%
WFC vs SHW
+20,643.9%
-12,016.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | +3.8% | -3.2% | +7.0% | +5.3% |
| 30D | +1.5% | -9.5% | +11.0% | +6.0% |
| 3M | +10.9% | +11.5% | -0.6% | +4.8% |
| 6M | +8.4% | -3.5% | +12.0% | +9.1% |
| YTD | -1.9% | +3.7% | -5.6% | -4.8% |
| 1Y | +12.3% | -7.9% | +20.2% | +14.6% |
| 3Y | +132.3% | +24.7% | +107.6% | +103.3% |
| 5Y | +130.1% | +13.6% | +116.5% | +104.2% |
| 10Y | +134.4% | +283.0% | -148.6% | +15.8% |
| All | +8,627.7% | +20,643.9% | -12,016.2% | +604.0% |
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