+10.5%
SHW vs DVA
+40.8%
-30.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 6M | -3.4% | +19.7% | -23.1% | -7.3% |
| YTD | -1.3% | +59.6% | -60.9% | -9.9% |
| 1Y | -10.4% | +37.1% | -47.5% | -16.1% |
| 3Y | +20.1% | +89.8% | -69.7% | +6.4% |
| 5Y | +10.5% | +47.4% | -36.9% | +1.1% |
| All | +10.5% | +40.8% | -30.4% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling