-10.2%
SHW vs D
+18.4%
-28.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.5% |
| 30D | -9.5% | -2.6% | -6.9% | -9.0% |
| 3M | +11.5% | 0.0% | +11.5% | +11.5% |
| 6M | -3.5% | +7.4% | -10.9% | -4.8% |
| YTD | +3.7% | +15.9% | -12.1% | +1.5% |
| All | -10.2% | +18.4% | -28.6% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling