+14.5%
SHW vs DECK
+25.8%
-11.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.6% |
| 7D | +5.7% | +6.0% | -0.3% | +4.4% |
| 30D | +8.7% | +7.4% | +1.2% | +7.0% |
| 3M | -5.4% | -11.7% | +6.3% | -2.9% |
| 6M | +12.2% | -11.0% | +23.2% | +15.0% |
| YTD | +8.5% | -15.4% | +23.8% | +11.6% |
| 1Y | +4.9% | +7.2% | -2.3% | +2.7% |
| 3Y | +42.8% | -11.8% | +54.7% | +37.0% |
| 5Y | +14.5% | +24.3% | -9.9% | -4.6% |
| All | +14.5% | +25.8% | -11.3% | -4.6% |
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