+19,949.9%
SHW vs DTE
+3,521.9%
+16,428.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | -11.6% | -1.9% | -9.7% | -10.9% |
| 3M | +9.1% | -3.3% | +12.4% | +10.6% |
| 6M | -0.7% | -7.1% | +6.5% | +2.3% |
| YTD | +1.4% | +8.1% | -6.8% | -2.2% |
| 1Y | -12.3% | +5.3% | -17.5% | -14.5% |
| 3Y | +23.4% | +48.2% | -24.8% | +3.4% |
| 5Y | +15.0% | +33.2% | -18.2% | +0.4% |
| 10Y | +278.3% | +137.5% | +140.8% | +154.5% |
| All | +19,949.9% | +3,521.9% | +16,428.0% | +4,315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling