+37.2%
DIS vs SHW
+41.3%
-4.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | +1.9% | 0.0% | +1.2% |
| 30D | +9.2% | +8.1% | +1.1% | +5.9% |
| 3M | +13.5% | -2.8% | +16.3% | +14.4% |
| 6M | +14.3% | +15.0% | -0.8% | +7.9% |
| YTD | +5.4% | +9.0% | -3.6% | +1.1% |
| 1Y | +12.2% | +4.5% | +7.7% | +9.2% |
| 3Y | +37.2% | +41.9% | -4.7% | +19.9% |
| All | +37.2% | +41.3% | -4.1% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling