+36.6%
DIS vs SHW
+371.2%
-334.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.3% |
| 7D | +5.3% | +1.6% | +3.7% | +4.5% |
| 30D | +10.2% | +12.1% | -1.8% | +4.8% |
| 3M | +13.5% | -3.0% | +16.5% | +14.6% |
| 6M | +11.1% | +13.5% | -2.4% | +4.6% |
| YTD | +5.5% | +11.2% | -5.7% | -0.3% |
| 1Y | +9.1% | +6.2% | +2.9% | +5.2% |
| 3Y | +36.0% | +45.6% | -9.6% | +12.2% |
| 5Y | -29.8% | +15.6% | -45.4% | -37.7% |
| 10Y | +36.6% | +356.5% | -319.9% | -24.9% |
| All | +36.6% | +371.2% | -334.6% | -24.9% |
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