+8,667.2%
SHW vs DRI
+7,577.6%
+1,089.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -9.5% | +3.8% | -13.4% | -10.5% |
| 3M | +11.5% | +13.0% | -1.6% | +7.8% |
| 6M | -3.5% | +8.3% | -11.9% | -5.8% |
| YTD | +3.7% | +20.6% | -16.9% | -1.7% |
| 1Y | -7.9% | +6.5% | -14.4% | -10.1% |
| 3Y | +24.7% | +53.7% | -29.0% | +9.3% |
| 5Y | +13.6% | +72.7% | -59.1% | -4.5% |
| 10Y | +283.0% | +363.2% | -80.2% | +127.2% |
| All | +8,667.2% | +7,577.6% | +1,089.6% | +2,460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling