-27.4%
WULF vs SHW
+9.4%
-36.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -4.9% |
| 7D | -0.6% | -4.5% | +3.9% | +3.2% |
| 30D | -3.6% | -12.7% | +9.0% | +7.7% |
| 3M | -30.4% | +4.7% | -35.1% | -35.2% |
| 6M | +12.5% | -3.4% | +15.9% | +12.9% |
| YTD | +40.5% | -1.3% | +41.8% | +37.8% |
| 1Y | +53.0% | -10.4% | +63.3% | +63.9% |
| 3Y | +796.7% | +20.1% | +776.6% | +623.9% |
| All | -27.4% | +9.4% | -36.9% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling