+15.0%
SHW vs DLR
+35.6%
-20.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -1.2% | +3.4% | -4.6% | -2.4% |
| 30D | -11.6% | -2.2% | -9.4% | -11.0% |
| 3M | +9.1% | +4.7% | +4.4% | +6.5% |
| 6M | -0.7% | +9.0% | -9.7% | -4.4% |
| YTD | +1.4% | +24.1% | -22.8% | -7.2% |
| 1Y | -12.3% | +20.9% | -33.2% | -19.4% |
| 3Y | +23.4% | +60.0% | -36.7% | -1.7% |
| 5Y | +15.0% | +35.3% | -20.3% | -6.7% |
| All | +15.0% | +35.6% | -20.6% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling