-13.1%
SHW vs DVA
+36.2%
-49.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | -12.7% | +1.7% | -14.4% | -12.9% |
| 3M | +4.7% | -8.7% | +13.4% | +4.7% |
| 6M | -3.4% | +19.7% | -23.1% | -7.7% |
| YTD | -1.3% | +59.6% | -60.9% | -9.2% |
| All | -13.1% | +36.2% | -49.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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