+21,462.4%
SHW vs DD
+1,141.0%
+20,321.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.9% | +5.0% | -3.0% | +0.2% |
| 30D | +8.1% | +19.7% | -11.6% | +1.1% |
| 3M | -2.8% | +7.2% | -10.0% | -5.4% |
| 6M | +15.0% | +1.0% | +14.0% | +14.0% |
| YTD | +9.0% | +29.1% | -20.1% | -1.2% |
| 1Y | +4.5% | +28.5% | -24.0% | -5.2% |
| 3Y | +41.9% | +89.4% | -47.6% | +9.6% |
| 5Y | +10.7% | +67.1% | -56.4% | -11.9% |
| 10Y | +340.4% | +97.5% | +242.8% | +209.4% |
| All | +21,462.4% | +1,141.0% | +20,321.4% | +6,278.3% |
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