-10.4%
SHW vs DLR
+14.5%
-24.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -4.5% | -1.3% | -3.2% | -4.1% |
| 30D | -12.7% | -2.9% | -9.8% | -12.1% |
| 3M | +4.7% | +3.2% | +1.5% | +2.8% |
| 6M | -3.4% | +3.9% | -7.3% | -4.7% |
| YTD | -1.3% | +21.4% | -22.8% | -5.4% |
| 1Y | -10.4% | +9.7% | -20.0% | -14.2% |
| All | -10.4% | +14.5% | -24.8% | -14.2% |
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