+21.3%
SHW vs DGX
+96.4%
-75.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.5% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | -10.0% | -1.2% | -8.9% | -9.8% |
| 3M | +2.3% | +15.8% | -13.5% | -0.9% |
| 6M | +0.7% | +18.2% | -17.5% | -3.0% |
| YTD | +0.5% | +37.2% | -36.7% | -5.9% |
| 1Y | -11.5% | +30.4% | -41.8% | -16.4% |
| 3Y | +21.3% | +96.7% | -75.4% | +8.6% |
| All | +21.3% | +96.4% | -75.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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