+277.3%
SHW vs DLR
+178.2%
+99.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -3.2% | +2.9% | -6.1% | -4.2% |
| 30D | -11.4% | -1.2% | -10.2% | -11.1% |
| 3M | +3.5% | +2.9% | +0.6% | +1.8% |
| 6M | -3.4% | +6.7% | -10.0% | -6.0% |
| YTD | -0.3% | +23.9% | -24.2% | -8.2% |
| 1Y | -10.4% | +18.6% | -29.1% | -16.6% |
| 3Y | +21.3% | +59.7% | -38.4% | -0.7% |
| 5Y | +12.9% | +42.1% | -29.2% | -6.1% |
| All | +277.3% | +178.2% | +99.1% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling