-98.3%
DFNS vs SHW
-12.7%
-85.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -1.2% |
| 7D | +4.6% | -3.2% | +7.8% | +11.8% |
| 30D | -73.9% | -11.4% | -62.5% | -66.3% |
| 3M | -71.7% | +3.5% | -75.2% | -68.2% |
| 6M | -94.6% | -3.4% | -91.2% | -93.9% |
| YTD | -98.1% | -0.3% | -97.7% | -97.8% |
| 1Y | -98.3% | -10.4% | -87.9% | -98.1% |
| All | -98.3% | -12.7% | -85.6% | -98.1% |
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