+20,418.4%
SHW vs DE
+14,847.5%
+5,570.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -3.2% | +10.0% | -13.3% | -6.1% |
| 30D | -9.5% | +13.3% | -22.8% | -13.2% |
| 3M | +11.5% | +17.5% | -6.0% | +5.7% |
| 6M | -3.5% | +13.6% | -17.1% | -7.8% |
| YTD | +3.7% | +49.8% | -46.1% | -9.3% |
| 1Y | -7.9% | +47.9% | -55.8% | -19.3% |
| 3Y | +24.7% | +72.5% | -47.8% | +2.9% |
| 5Y | +13.6% | +90.2% | -76.6% | -11.3% |
| 10Y | +283.0% | +865.4% | -582.4% | +77.5% |
| All | +20,418.4% | +14,847.5% | +5,570.9% | +3,986.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling