+346.7%
SHW vs D
+47.5%
+299.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.2% |
| 30D | +11.1% | +9.0% | +2.1% | +7.5% |
| 3M | -2.2% | +1.0% | -3.1% | -2.5% |
| 6M | +14.3% | +11.0% | +3.3% | +9.5% |
| YTD | +10.6% | +19.8% | -9.2% | +2.5% |
| 1Y | +4.1% | +16.0% | -11.9% | -2.4% |
| 3Y | +42.9% | +74.4% | -31.5% | +11.4% |
| 5Y | +14.2% | +13.5% | +0.7% | +6.0% |
| 10Y | +346.7% | +48.4% | +298.4% | +271.3% |
| All | +346.7% | +47.5% | +299.3% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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