-16.8%
DASH vs SHW
+15.0%
-31.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | -2.8% | +4.2% | -7.0% | -5.0% |
| 30D | -9.3% | +11.3% | -20.6% | -14.8% |
| 3M | -15.1% | -1.8% | -13.3% | -14.0% |
| 6M | +8.7% | +12.7% | -4.0% | +0.9% |
| YTD | -21.3% | +10.4% | -31.7% | -27.4% |
| 1Y | -12.7% | +4.7% | -17.4% | -16.9% |
| 3Y | +103.8% | +42.7% | +61.1% | +45.7% |
| 5Y | -16.8% | +14.5% | -31.3% | -37.2% |
| All | -16.8% | +15.0% | -31.8% | -37.2% |
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