+119.2%
SHW vs DT
+76.1%
+43.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | +0.7% | +2.7% | -2.1% | +0.2% |
| 30D | +8.4% | -30.4% | +38.8% | +15.7% |
| 3M | -2.2% | -9.4% | +7.2% | -1.0% |
| 6M | +13.3% | +14.5% | -1.2% | +8.9% |
| YTD | +9.2% | +3.6% | +5.6% | +6.1% |
| 1Y | +2.9% | -3.4% | +6.3% | +1.4% |
| 3Y | +41.1% | -11.1% | +52.2% | +39.2% |
| 5Y | +11.0% | -39.5% | +50.4% | +14.2% |
| All | +119.2% | +76.1% | +43.1% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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