+61.6%
DRAM vs SHW
+12.1%
+49.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.4% |
| 7D | -0.6% | -2.1% | +1.6% | -1.2% |
| 30D | -18.0% | +11.1% | -29.1% | -15.9% |
| 3M | -11.9% | -2.2% | -9.7% | -10.5% |
| 6M | -18.6% | +14.3% | -32.9% | -15.9% |
| All | +61.6% | +12.1% | +49.5% | +68.4% |
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