+178.1%
SHW vs DBX
+20.1%
+158.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.9% |
| 7D | -3.2% | -2.4% | -0.8% | -2.7% |
| 30D | -9.5% | -0.5% | -9.0% | -9.5% |
| 3M | +11.5% | +28.1% | -16.6% | +5.6% |
| 6M | -3.5% | +33.1% | -36.6% | -10.1% |
| YTD | +3.7% | +25.3% | -21.6% | -2.2% |
| 1Y | -7.9% | +18.3% | -26.3% | -12.3% |
| 3Y | +24.7% | +25.0% | -0.3% | +14.6% |
| 5Y | +13.6% | +7.5% | +6.1% | +5.1% |
| All | +178.1% | +20.1% | +158.0% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling