+20,418.4%
SHW vs D
+2,347.4%
+18,071.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +1.0% |
| 7D | -3.2% | +0.4% | -3.7% | -3.4% |
| 30D | -9.5% | -3.6% | -6.0% | -8.3% |
| 3M | +11.5% | -1.0% | +12.5% | +11.8% |
| 6M | -3.5% | +6.3% | -9.8% | -6.1% |
| YTD | +3.7% | +14.7% | -11.0% | -2.0% |
| 1Y | -7.9% | +16.9% | -24.8% | -13.9% |
| 3Y | +24.7% | +56.8% | -32.1% | +2.4% |
| 5Y | +13.6% | +5.2% | +8.4% | +7.9% |
| 10Y | +283.0% | +35.9% | +247.1% | +221.1% |
| All | +20,418.4% | +2,347.4% | +18,071.0% | +4,893.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling