+57.3%
DRAM vs SHW
+10.7%
+46.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.8% |
| 7D | +18.0% | +0.7% | +17.3% | +18.0% |
| 30D | -17.4% | +8.4% | -25.8% | -15.4% |
| 3M | -20.3% | -2.2% | -18.1% | -19.1% |
| 6M | -14.9% | +13.3% | -28.2% | -12.5% |
| All | +57.3% | +10.7% | +46.6% | +63.7% |
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 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