+15.0%
SHW vs DG
-37.3%
+52.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.7% |
| 7D | -1.2% | -2.5% | +1.3% | -0.8% |
| 30D | -11.6% | +1.0% | -12.6% | -11.8% |
| 3M | +9.1% | +20.3% | -11.2% | +6.1% |
| 6M | -0.7% | -11.7% | +11.1% | +0.6% |
| YTD | +1.4% | -2.3% | +3.7% | +1.2% |
| 1Y | -12.3% | +20.0% | -32.3% | -15.0% |
| 3Y | +23.4% | +7.2% | +16.1% | +18.5% |
| 5Y | +15.0% | -37.9% | +52.9% | +25.3% |
| All | +15.0% | -37.3% | +52.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling