-99.6%
DFNS vs SHW
+7.3%
-106.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.6% | -25.0% | -30.4% |
| 7D | -27.7% | +13.3% | -41.0% | -47.8% |
| 30D | -58.0% | +14.1% | -72.1% | -70.4% |
| 3M | -94.0% | +0.8% | -94.7% | -94.3% |
| 6M | -94.6% | +17.6% | -112.2% | -95.7% |
| YTD | -99.4% | +13.0% | -112.4% | -99.6% |
| 1Y | -99.6% | +7.0% | -106.6% | -99.7% |
| All | -99.6% | +7.3% | -106.9% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling