+36.3%
DIS vs SHW
+352.3%
-316.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +4.4% | +4.2% | +0.2% | +2.5% |
| 30D | +10.3% | +11.3% | -0.9% | +5.2% |
| 3M | +15.5% | -1.8% | +17.3% | +16.1% |
| 6M | +11.2% | +12.7% | -1.5% | +4.9% |
| YTD | +5.6% | +10.4% | -4.9% | +0.1% |
| 1Y | +7.7% | +4.7% | +3.0% | +4.5% |
| 3Y | +39.3% | +42.7% | -3.4% | +16.0% |
| 5Y | -29.5% | +14.5% | -44.1% | -37.2% |
| 10Y | +36.3% | +340.7% | -304.5% | -25.0% |
| All | +36.3% | +352.3% | -316.1% | -25.0% |
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