+43.9%
SHW vs DLR
+55.0%
-11.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | +11.1% | +0.5% | +10.6% | +10.8% |
| 3M | -2.2% | -4.4% | +2.3% | -1.2% |
| 6M | +14.3% | -6.4% | +20.8% | +15.9% |
| YTD | +10.6% | +19.5% | -8.9% | +4.2% |
| 1Y | +4.1% | +10.5% | -6.5% | +0.2% |
| All | +43.9% | +55.0% | -11.1% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling