+10.2%
SHW vs DE
+98.5%
-88.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 6M | +15.0% | +16.6% | -1.5% | +9.5% |
| YTD | +9.0% | +45.8% | -36.8% | -3.5% |
| 1Y | +4.5% | +43.9% | -39.4% | -7.2% |
| 3Y | +41.9% | +89.6% | -47.8% | +14.8% |
| All | +10.2% | +98.5% | -88.3% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling