+1,815.4%
SHW vs DG
+560.3%
+1,255.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.1% |
| 7D | -3.2% | -4.8% | +1.6% | -2.2% |
| 30D | -11.4% | +1.8% | -13.2% | -11.8% |
| 3M | +3.5% | +14.5% | -11.0% | +0.4% |
| 6M | -3.4% | -13.6% | +10.2% | -0.8% |
| YTD | -0.3% | -4.8% | +4.5% | +0.1% |
| 1Y | -10.4% | +21.6% | -32.0% | -15.1% |
| 3Y | +21.3% | +4.5% | +16.8% | +14.1% |
| 5Y | +12.9% | -38.5% | +51.3% | +20.2% |
| 10Y | +284.1% | +102.2% | +181.9% | +205.9% |
| All | +1,815.4% | +560.3% | +1,255.1% | +1,061.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling