+164.5%
SHW vs DBX
+20.9%
+143.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -4.5% | -1.8% | -2.6% | -4.1% |
| 30D | -12.7% | +2.8% | -15.5% | -13.3% |
| 3M | +4.7% | +26.8% | -22.1% | -0.6% |
| 6M | -3.4% | +32.8% | -36.2% | -10.0% |
| YTD | -1.3% | +26.1% | -27.4% | -7.1% |
| 1Y | -10.4% | +14.1% | -24.5% | -13.9% |
| 3Y | +20.1% | +25.7% | -5.6% | +10.3% |
| 5Y | +10.5% | +11.2% | -0.7% | +1.5% |
| All | +164.5% | +20.9% | +143.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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