-10.4%
SHW vs DRI
+3.0%
-13.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.2% |
| 7D | -3.2% | -4.8% | +1.6% | -1.8% |
| 30D | -11.4% | -3.9% | -7.5% | -10.4% |
| 3M | +3.5% | +5.1% | -1.6% | +1.6% |
| 6M | -3.4% | +5.5% | -8.9% | -5.5% |
| YTD | -0.3% | +16.5% | -16.8% | -3.9% |
| 1Y | -10.4% | +2.0% | -12.4% | -13.8% |
| All | -10.4% | +3.0% | -13.5% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling