+280.4%
SHW vs DE
+863.9%
-583.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +2.0% |
| 7D | -3.1% | -2.6% | -0.6% | -2.2% |
| 30D | -10.0% | +9.0% | -19.1% | -13.1% |
| 3M | +2.3% | +19.1% | -16.9% | -4.5% |
| 6M | +0.7% | +14.4% | -13.7% | -4.9% |
| YTD | +0.5% | +45.9% | -45.5% | -13.8% |
| 1Y | -11.5% | +43.6% | -55.1% | -23.8% |
| 3Y | +21.3% | +75.9% | -54.6% | -4.9% |
| 5Y | +12.5% | +98.8% | -86.2% | -18.7% |
| All | +280.4% | +863.9% | -583.5% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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