-5.2%
DASH vs SHW
+50.6%
-55.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | +0.4% | +3.5% | -3.1% | -1.2% |
| 30D | -6.0% | +9.2% | -15.3% | -10.5% |
| 3M | -15.8% | -5.1% | -10.7% | -13.0% |
| 6M | +7.0% | +6.8% | +0.1% | +2.9% |
| YTD | -20.7% | +7.0% | -27.6% | -25.0% |
| 1Y | -8.5% | +4.1% | -12.7% | -12.4% |
| 3Y | +101.8% | +41.1% | +60.7% | +50.1% |
| 5Y | -9.6% | +12.9% | -22.4% | -28.7% |
| All | -5.2% | +50.6% | -55.8% | -29.1% |
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