+340.7%
SHW vs DRI
+343.2%
-2.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +4.2% | +4.2% | 0.0% | +3.0% |
| 30D | +11.3% | +15.7% | -4.4% | +6.7% |
| 3M | -1.8% | +5.8% | -7.6% | -3.6% |
| 6M | +12.7% | +18.4% | -5.7% | +6.9% |
| YTD | +10.4% | +28.2% | -17.8% | +2.1% |
| 1Y | +4.7% | +35.9% | -31.2% | -4.9% |
| 3Y | +42.7% | +67.7% | -25.1% | +20.1% |
| 5Y | +14.5% | +77.9% | -63.3% | -6.4% |
| 10Y | +340.7% | +338.7% | +2.0% | +155.9% |
| All | +340.7% | +343.2% | -2.5% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling