+10.5%
SHW vs DTE
+31.2%
-20.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -4.5% | -2.0% | -2.5% | -3.5% |
| 30D | -12.7% | -2.4% | -10.3% | -11.7% |
| 3M | +4.7% | -7.3% | +12.0% | +8.5% |
| 6M | -3.4% | -7.6% | +4.2% | +0.2% |
| YTD | -1.3% | +5.8% | -7.1% | -4.4% |
| 1Y | -10.4% | +2.3% | -12.7% | -11.9% |
| 3Y | +20.1% | +45.0% | -24.9% | -3.0% |
| 5Y | +10.5% | +33.2% | -22.7% | -5.4% |
| All | +10.5% | +31.2% | -20.7% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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