-99.9%
DFNS vs SHW
+73.1%
-173.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -16.0% | -3.2% | -12.8% | -16.4% |
| 30D | -77.7% | -9.5% | -68.2% | -78.0% |
| 3M | -77.2% | +11.5% | -88.6% | -76.4% |
| 6M | -95.2% | -3.5% | -91.6% | -95.4% |
| YTD | -98.0% | +3.7% | -101.7% | -98.0% |
| 1Y | -98.3% | -7.9% | -90.4% | -98.4% |
| 3Y | -99.9% | +24.7% | -124.6% | -99.9% |
| 5Y | -99.9% | +13.6% | -113.4% | -99.9% |
| All | -99.9% | +73.1% | -173.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling