+273.5%
SHW vs DD
+67.0%
+206.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -4.5% | -2.9% | -1.6% | -3.4% |
| 30D | -12.7% | -11.5% | -1.2% | -8.5% |
| 3M | +4.7% | -5.4% | +10.1% | +6.9% |
| 6M | -3.4% | -6.9% | +3.5% | -1.1% |
| YTD | -1.3% | +6.9% | -8.2% | -4.4% |
| 1Y | -10.4% | +35.6% | -46.0% | -21.2% |
| 3Y | +20.1% | +42.5% | -22.4% | +1.1% |
| 5Y | +10.5% | +58.5% | -48.0% | -12.6% |
| All | +273.5% | +67.0% | +206.5% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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