+43.1%
SHW vs D
+82.3%
-39.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +5.7% | +6.9% | -1.2% | +3.6% |
| 30D | +8.7% | +12.3% | -3.7% | +5.0% |
| 3M | -5.4% | +3.0% | -8.4% | -6.3% |
| 6M | +12.2% | +12.8% | -0.5% | +8.1% |
| YTD | +8.5% | +22.6% | -14.1% | +1.8% |
| 1Y | +4.9% | +21.7% | -16.7% | -1.4% |
| All | +43.1% | +82.3% | -39.2% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling