+282.9%
SHW vs D
+34.8%
+248.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | -3.2% | +1.5% | -4.7% | -3.8% |
| 30D | -9.5% | -2.6% | -6.9% | -8.6% |
| 3M | +11.5% | 0.0% | +11.5% | +11.4% |
| 6M | -3.5% | +7.4% | -10.9% | -6.5% |
| YTD | +3.7% | +15.9% | -12.1% | -2.6% |
| 1Y | -7.9% | +18.1% | -26.0% | -14.4% |
| 3Y | +24.7% | +58.4% | -33.7% | +1.0% |
| 5Y | +13.6% | +5.2% | +8.4% | +8.6% |
| All | +282.9% | +34.8% | +248.0% | +234.7% |
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