+251.0%
DIA vs SHW
+275.0%
-24.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.1% |
| 7D | -1.2% | -3.2% | +2.0% | +0.1% |
| 30D | -2.7% | -11.4% | +8.7% | +2.1% |
| 3M | +3.3% | +3.5% | -0.2% | +1.3% |
| 6M | +10.4% | -3.4% | +13.8% | +11.0% |
| YTD | +10.0% | -0.3% | +10.3% | +8.9% |
| 1Y | +16.2% | -10.4% | +26.6% | +20.0% |
| 3Y | +58.7% | +21.3% | +37.4% | +42.1% |
| 5Y | +63.6% | +12.9% | +50.7% | +47.0% |
| 10Y | +251.0% | +284.1% | -33.1% | +95.3% |
| All | +251.0% | +275.0% | -24.0% | +95.3% |
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