+2.9%
SHW vs DT
-4.5%
+7.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | +0.7% | +2.7% | -2.1% | +0.6% |
| 30D | +8.4% | -30.4% | +38.8% | +8.1% |
| 3M | -2.2% | -9.4% | +7.2% | -2.2% |
| 6M | +13.3% | +14.5% | -1.2% | +14.8% |
| YTD | +9.2% | +3.6% | +5.6% | +9.8% |
| 1Y | +2.9% | -3.4% | +6.3% | +3.3% |
| All | +2.9% | -4.5% | +7.5% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling