+20,418.4%
SHW vs DD
+961.9%
+19,456.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -3.2% | -3.5% | +0.3% | -2.0% |
| 30D | -9.5% | -10.3% | +0.8% | -6.0% |
| 3M | +11.5% | -7.5% | +19.0% | +14.5% |
| 6M | -3.5% | -8.0% | +4.5% | -1.0% |
| YTD | +3.7% | +10.5% | -6.7% | -0.4% |
| 1Y | -7.9% | +38.3% | -46.2% | -18.7% |
| 3Y | +24.7% | +42.5% | -17.8% | +6.7% |
| 5Y | +13.6% | +60.2% | -46.6% | -8.2% |
| 10Y | +283.0% | +68.9% | +214.1% | +185.3% |
| All | +20,418.4% | +961.9% | +19,456.5% | +6,332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling