+19.1%
SHW vs DE
+75.2%
-56.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.5% | -2.4% | -2.1% | -3.8% |
| 30D | -12.7% | +9.7% | -22.4% | -15.3% |
| 3M | +4.7% | +21.4% | -16.7% | -1.7% |
| 6M | -3.4% | +15.0% | -18.4% | -8.0% |
| YTD | -1.3% | +46.4% | -47.8% | -13.8% |
| 1Y | -10.4% | +45.6% | -56.0% | -21.8% |
| All | +19.1% | +75.2% | -56.0% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling