+41.9%
SHW vs DE
+88.0%
-46.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +8.1% | +3.6% | +4.5% | +7.0% |
| 3M | -2.8% | +10.2% | -13.0% | -5.9% |
| 6M | +15.0% | +16.6% | -1.5% | +9.3% |
| YTD | +9.0% | +45.8% | -36.8% | -4.5% |
| 1Y | +4.5% | +43.9% | -39.4% | -8.2% |
| 3Y | +41.9% | +89.6% | -47.8% | +12.8% |
| All | +41.9% | +88.0% | -46.2% | +12.8% |
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