+338.5%
SHW vs DG
+105.9%
+232.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.7% |
| 7D | +0.7% | -2.5% | +3.1% | +1.3% |
| 30D | +8.4% | +7.7% | +0.7% | +6.7% |
| 3M | -2.2% | +13.1% | -15.3% | -5.0% |
| 6M | +13.3% | +32.0% | -18.7% | +6.4% |
| YTD | +9.2% | +3.3% | +5.9% | +7.7% |
| 1Y | +2.9% | +31.7% | -28.8% | -4.1% |
| 3Y | +41.1% | +21.7% | +19.4% | +27.6% |
| 5Y | +11.0% | -34.7% | +45.7% | +20.0% |
| All | +338.5% | +105.9% | +232.6% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling