+5,565.8%
SHW vs DGX
+8,794.8%
-3,229.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.2% | -2.2% | -1.0% | -2.7% |
| 30D | -11.4% | -0.9% | -10.5% | -11.2% |
| 3M | +3.5% | +15.6% | -12.1% | -0.2% |
| 6M | -3.4% | +17.8% | -21.1% | -7.3% |
| YTD | -0.3% | +37.5% | -37.8% | -8.1% |
| 1Y | -10.4% | +31.2% | -41.6% | -16.5% |
| 3Y | +21.3% | +96.6% | -75.3% | +1.5% |
| 5Y | +12.9% | +64.9% | -52.1% | -1.9% |
| 10Y | +284.1% | +254.6% | +29.5% | +178.8% |
| All | +5,565.8% | +8,794.8% | -3,229.0% | +2,178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling