+43.9%
SHW vs DG
+24.7%
+19.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.1% | -3.0% | +0.8% | -1.7% |
| 30D | +11.1% | +8.6% | +2.5% | +10.0% |
| 3M | -2.2% | +15.0% | -17.2% | -3.8% |
| 6M | +14.3% | +32.7% | -18.4% | +10.9% |
| YTD | +10.6% | +5.5% | +5.1% | +9.3% |
| 1Y | +4.1% | +34.6% | -30.5% | +1.2% |
| All | +43.9% | +24.7% | +19.2% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling