+9,333.4%
SHW vs DLTR
+10,981.5%
-1,648.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.3% |
| 7D | -1.2% | -5.8% | +4.7% | -0.1% |
| 30D | -11.6% | -5.2% | -6.4% | -10.8% |
| 3M | +9.1% | +15.2% | -6.1% | +6.4% |
| 6M | -0.7% | +7.1% | -7.8% | -2.5% |
| YTD | +1.4% | +0.8% | +0.5% | +0.5% |
| 1Y | -12.3% | +24.8% | -37.1% | -16.4% |
| 3Y | +23.4% | +6.9% | +16.5% | +17.5% |
| 5Y | +15.0% | +33.2% | -18.2% | +3.5% |
| 10Y | +278.3% | +51.6% | +226.7% | +222.5% |
| All | +9,333.4% | +10,981.5% | -1,648.1% | +4,667.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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