+19.4%
SHW vs DECK
+31.2%
-11.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.0% | +0.7% | +5.3% |
| 7D | +13.3% | +10.4% | +2.9% | +10.9% |
| 30D | +14.1% | +11.1% | +3.0% | +11.5% |
| 3M | +0.8% | -10.8% | +11.5% | +3.2% |
| 6M | +17.6% | -8.7% | +26.4% | +19.8% |
| YTD | +13.0% | -14.0% | +27.0% | +15.8% |
| 1Y | +7.0% | +12.0% | -5.0% | +3.8% |
| 3Y | +48.8% | -10.5% | +59.2% | +42.1% |
| 5Y | +19.4% | +28.5% | -9.1% | -1.7% |
| All | +19.4% | +31.2% | -11.9% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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