-9.4%
SHW vs DD
+35.8%
-45.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.8% |
| 7D | -3.2% | -3.8% | +0.6% | -1.9% |
| 30D | -11.4% | -9.2% | -2.2% | -8.4% |
| 3M | +3.5% | -9.0% | +12.5% | +6.8% |
| 6M | -3.4% | -5.0% | +1.6% | -2.0% |
| YTD | -0.3% | +7.4% | -7.7% | -0.9% |
| All | -9.4% | +35.8% | -45.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling