+15.0%
SHW vs DRI
+70.3%
-55.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -1.2% | -1.2% | +0.1% | -0.8% |
| 30D | -11.6% | -0.4% | -11.2% | -11.6% |
| 3M | +9.1% | +9.5% | -0.4% | +5.6% |
| 6M | -0.7% | +6.5% | -7.1% | -3.2% |
| YTD | +1.4% | +18.4% | -17.1% | -4.8% |
| 1Y | -12.3% | +4.2% | -16.5% | -14.3% |
| 3Y | +23.4% | +57.1% | -33.7% | +2.8% |
| 5Y | +15.0% | +70.4% | -55.4% | -9.4% |
| All | +15.0% | +70.3% | -55.3% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling