+29.0%
WULF vs SHW
+1.0%
+28.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.3% | +10.5% | +9.0% |
| 7D | +21.9% | -1.2% | +23.1% | +22.3% |
| 30D | +4.6% | -11.6% | +16.2% | +9.3% |
| 3M | -30.9% | +9.1% | -40.0% | -38.1% |
| All | +29.0% | +1.0% | +28.0% | +33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling