+124.3%
DVN vs SHW
+11.7%
+112.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +2.5% | -4.5% | +7.0% | +3.0% |
| 30D | +10.2% | -12.7% | +22.9% | +11.6% |
| 3M | +8.1% | +4.7% | +3.4% | +6.6% |
| 6M | +15.9% | -3.4% | +19.3% | +15.4% |
| YTD | +38.2% | -1.3% | +39.6% | +36.8% |
| 1Y | +44.5% | -10.4% | +54.8% | +45.9% |
| 3Y | +5.1% | +20.1% | -15.0% | -0.6% |
| 5Y | +124.3% | +10.5% | +113.8% | +117.0% |
| All | +124.3% | +11.7% | +112.6% | +117.0% |
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