+14.5%
SHW vs DT
-42.0%
+56.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +4.2% | -7.5% | +11.8% | +5.6% |
| 30D | +11.3% | -31.5% | +42.8% | +17.9% |
| 3M | -1.8% | -14.0% | +12.2% | 0.0% |
| 6M | +12.7% | +6.9% | +5.9% | +10.1% |
| YTD | +10.4% | +0.3% | +10.1% | +8.5% |
| 1Y | +4.7% | -6.9% | +11.6% | +4.4% |
| 3Y | +42.7% | -13.9% | +56.6% | +42.3% |
| 5Y | +14.5% | -39.9% | +54.5% | +14.2% |
| All | +14.5% | -42.0% | +56.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling