+237.1%
DIA vs SHW
+343.1%
-106.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.6% | -2.1% | +0.5% | -0.8% |
| 30D | +1.3% | +11.1% | -9.8% | -3.2% |
| 3M | -2.1% | -2.2% | +0.1% | -1.6% |
| 6M | +6.2% | +14.3% | -8.1% | -0.4% |
| YTD | +10.3% | +10.6% | -0.2% | +4.4% |
| 1Y | +11.0% | +4.1% | +6.9% | +7.7% |
| 3Y | +60.4% | +42.9% | +17.5% | +33.5% |
| 5Y | +59.1% | +14.2% | +44.9% | +43.0% |
| 10Y | +237.1% | +346.7% | -109.7% | +76.2% |
| All | +237.1% | +343.1% | -106.0% | +76.2% |
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 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