+11.7%
DASH vs SHW
+46.0%
-34.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.1% | -4.9% |
| 7D | -10.6% | -3.2% | -7.3% | -8.8% |
| 30D | +2.2% | -9.5% | +11.7% | +8.2% |
| 3M | +32.3% | +11.5% | +20.8% | +24.1% |
| 6M | +19.1% | -3.5% | +22.7% | +20.7% |
| YTD | -6.5% | +3.7% | -10.2% | -10.2% |
| 1Y | -14.9% | -7.9% | -7.0% | -12.6% |
| 3Y | +151.9% | +24.7% | +127.2% | +103.4% |
| 5Y | +9.4% | +13.6% | -4.1% | -13.4% |
| All | +11.7% | +46.0% | -34.3% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling