+338.5%
SHW vs DD
+98.3%
+240.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.7% | +6.7% | -6.1% | -1.8% |
| 30D | +8.4% | +19.4% | -11.0% | +1.0% |
| 3M | -2.2% | +7.6% | -9.8% | -5.3% |
| 6M | +13.3% | +2.9% | +10.4% | +11.4% |
| YTD | +9.2% | +29.9% | -20.7% | -2.1% |
| 1Y | +2.9% | +28.6% | -25.7% | -7.5% |
| 3Y | +41.1% | +90.0% | -48.9% | +6.2% |
| 5Y | +11.0% | +68.1% | -57.2% | -14.2% |
| All | +338.5% | +98.3% | +240.2% | +206.2% |
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