+3,046.7%
SHW vs DLR
+3,595.6%
-548.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -3.2% | +1.6% | -4.8% | -3.7% |
| 30D | -9.5% | -3.4% | -6.2% | -8.6% |
| 3M | +11.5% | +0.5% | +11.0% | +10.7% |
| 6M | -3.5% | +4.6% | -8.1% | -5.4% |
| YTD | +3.7% | +23.4% | -19.7% | -3.6% |
| 1Y | -7.9% | +19.0% | -26.9% | -13.8% |
| 3Y | +24.7% | +56.5% | -31.8% | +5.1% |
| 5Y | +13.6% | +33.3% | -19.7% | -1.1% |
| 10Y | +283.0% | +165.1% | +117.8% | +161.0% |
| All | +3,046.7% | +3,595.6% | -548.9% | +929.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling