-99.9%
DFNS vs SHW
+14.2%
-114.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -1.1% |
| 7D | +0.8% | -1.2% | +2.0% | +0.6% |
| 30D | -73.2% | -11.6% | -61.6% | -73.7% |
| 3M | -72.4% | +9.1% | -81.6% | -71.5% |
| 6M | -95.2% | -0.7% | -94.6% | -95.4% |
| YTD | -98.0% | +1.4% | -99.3% | -98.0% |
| 1Y | -98.3% | -12.3% | -86.0% | -98.4% |
| 3Y | -99.9% | +23.4% | -123.2% | -99.9% |
| 5Y | -99.9% | +15.0% | -114.9% | -99.9% |
| All | -99.9% | +14.2% | -114.1% | -99.9% |
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