+10,138.2%
SHW vs DAR
+1,334.0%
+8,804.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | +3.5% | -9.9% | +13.4% | +4.0% |
| 30D | +9.2% | -16.4% | +25.6% | +10.2% |
| 3M | -5.1% | -17.1% | +12.0% | -4.3% |
| 6M | +6.8% | -20.5% | +27.3% | +7.8% |
| YTD | +7.0% | +39.4% | -32.5% | +4.7% |
| 1Y | +4.1% | +57.2% | -53.1% | +1.3% |
| 3Y | +41.1% | +13.9% | +27.2% | +38.4% |
| 5Y | +12.9% | -40.8% | +53.7% | +13.8% |
| 10Y | +366.3% | +276.2% | +90.1% | +330.0% |
| All | +10,138.2% | +1,334.0% | +8,804.2% | +8,984.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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