+43.9%
SHW vs DD
+91.0%
-47.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.1% | +3.2% | -5.4% | -3.2% |
| 30D | +11.1% | +20.3% | -9.2% | +3.9% |
| 3M | -2.2% | +8.2% | -10.3% | -5.0% |
| 6M | +14.3% | +3.4% | +10.9% | +12.4% |
| YTD | +10.6% | +30.6% | -20.1% | +0.3% |
| 1Y | +4.1% | +30.6% | -26.6% | -5.7% |
| All | +43.9% | +91.0% | -47.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling