+356.5%
SHW vs D
+42.1%
+314.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +12.1% | +10.7% | +1.4% | +7.8% |
| 3M | -3.0% | +2.3% | -5.3% | -3.8% |
| 6M | +13.5% | +12.5% | +1.0% | +8.2% |
| YTD | +11.2% | +20.1% | -8.8% | +3.1% |
| 1Y | +6.2% | +15.6% | -9.3% | -0.2% |
| 3Y | +45.6% | +75.2% | -29.5% | +13.5% |
| 5Y | +15.6% | +14.6% | +1.0% | +6.9% |
| 10Y | +356.5% | +43.8% | +312.7% | +293.5% |
| All | +356.5% | +42.1% | +314.3% | +293.5% |
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