+8,940.2%
SHW vs DRI
+7,978.2%
+962.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +3.5% | +2.8% | +0.6% | +2.8% |
| 30D | +9.2% | +13.3% | -4.0% | +5.8% |
| 3M | -5.1% | +8.2% | -13.3% | -7.2% |
| 6M | +6.8% | +17.5% | -10.7% | +2.1% |
| YTD | +7.0% | +26.9% | -20.0% | 0.0% |
| 1Y | +4.1% | +31.6% | -27.5% | -3.7% |
| 3Y | +41.1% | +67.0% | -25.9% | +21.0% |
| 5Y | +12.9% | +72.9% | -60.0% | -5.0% |
| 10Y | +366.3% | +371.3% | -5.0% | +175.2% |
| All | +8,940.2% | +7,978.2% | +962.0% | +2,503.8% |
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 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