+12.9%
SHW vs DT
-28.0%
+40.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -11.4% | +0.1% | -11.5% | -11.5% |
| 3M | +3.5% | +24.1% | -20.6% | -0.4% |
| 6M | -3.4% | +30.1% | -33.5% | -8.4% |
| YTD | -0.3% | +16.8% | -17.1% | -3.9% |
| 1Y | -10.4% | -0.1% | -10.3% | -11.1% |
| 3Y | +21.3% | +6.8% | +14.5% | +17.0% |
| 5Y | +12.9% | -28.4% | +41.2% | +7.2% |
| All | +12.9% | -28.0% | +40.8% | +7.2% |
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