-5.8%
DASH vs SHW
+16.8%
-22.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -1.8% |
| 7D | -4.8% | +1.6% | -6.4% | -5.5% |
| 30D | -7.9% | +12.1% | -20.0% | -14.0% |
| 3M | -16.3% | -3.0% | -13.4% | -14.7% |
| 6M | +10.4% | +13.5% | -3.1% | +1.9% |
| YTD | -20.1% | +11.2% | -31.3% | -26.7% |
| 1Y | -11.4% | +6.2% | -17.7% | -16.5% |
| 3Y | +114.1% | +45.6% | +68.4% | +50.7% |
| 5Y | -5.8% | +15.6% | -21.3% | -28.1% |
| All | -5.8% | +16.8% | -22.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling