Performance measures are needed to design and compare the performance of charts. The traditional approach of evaluating a control chart is to obtain the run-length distribution and its associated characteristics. The run-length is a discrete random variable that represents the number of samples that must be collected (or, equivalently, the number of charting statics that must be plotted) in order for the chart to detect a shift or give a signal. An intuitively appealing and popular measure of a chart’s performance is the average run-length (ARL), which is the expected number of charting statistic that must be plotted in order for the chart to signal. Clearly, for an efficient control chart, one would like to have the IC ARL (denoted ARL) to be ‘large’ and the OOC ARL (denoted ARL) to be small’. Although other measures such as the standard deviation of the run-length (SDRL) and various upper and lower percentiles could be and have been used to supplement the evaluation of control charts, the ARL is the most widely used measure owing to its intuitive appealing interpretation. Therefore, we use here the ARL to design and compare the performance of the proposed GWMA-SR chart with other charts.