-8.9%
DASH vs SHW
+53.8%
-62.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.5% |
| 30D | -10.6% | +8.4% | -19.0% | -14.5% |
| 3M | -18.8% | -2.2% | -16.6% | -17.6% |
| 6M | +11.2% | +13.3% | -2.1% | +3.4% |
| YTD | -23.8% | +9.2% | -33.0% | -28.9% |
| 1Y | -12.2% | +2.9% | -15.1% | -15.2% |
| 3Y | +97.3% | +41.1% | +56.2% | +47.1% |
| 5Y | -29.8% | +11.0% | -40.8% | -45.1% |
| All | -8.9% | +53.8% | -62.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling