+67.3%
DVN vs SHW
+288.7%
-221.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | +4.5% | -3.1% | +7.6% | +5.6% |
| 30D | +12.0% | -10.0% | +22.0% | +16.0% |
| 3M | +13.4% | +2.3% | +11.1% | +11.0% |
| 6M | +12.1% | +0.7% | +11.4% | +8.8% |
| YTD | +38.8% | +0.5% | +38.3% | +34.4% |
| 1Y | +46.0% | -11.5% | +57.5% | +48.9% |
| 3Y | +9.5% | +21.3% | -11.8% | -5.3% |
| 5Y | +125.3% | +12.5% | +112.7% | +95.1% |
| All | +67.3% | +288.7% | -221.5% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling