+7.0%
SHW vs DLR
+11.0%
-4.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.1% | +6.1% |
| 7D | +13.3% | +2.8% | +10.5% | +12.6% |
| 30D | +14.1% | +2.8% | +11.4% | +13.3% |
| 3M | +0.8% | -4.0% | +4.8% | +1.9% |
| 6M | +17.6% | -5.6% | +23.3% | +20.1% |
| YTD | +13.0% | +21.9% | -9.0% | +6.3% |
| 1Y | +7.0% | +13.0% | -6.0% | +2.0% |
| All | +7.0% | +11.0% | -4.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling