+10.2%
SHW vs DBX
+24.0%
-13.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.9% | -3.3% | +5.2% | +2.5% |
| 30D | +8.1% | -5.9% | +13.9% | +9.4% |
| 3M | -2.8% | -6.7% | +3.9% | -1.6% |
| 6M | +15.0% | +28.0% | -12.9% | +8.1% |
| YTD | +9.0% | +20.6% | -11.6% | +3.3% |
| 1Y | +4.5% | +10.3% | -5.8% | +1.3% |
| 3Y | +41.9% | +24.0% | +17.8% | +27.7% |
| All | +10.2% | +24.0% | -13.8% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling