-31.9%
DIS vs SHW
+12.4%
-44.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +5.2% | +3.5% | +1.8% | +3.7% |
| 30D | +11.5% | +9.2% | +2.2% | +7.5% |
| 3M | +11.5% | -5.1% | +16.6% | +13.5% |
| 6M | +8.9% | +6.8% | +2.0% | +5.5% |
| YTD | +3.4% | +7.0% | -3.5% | -0.2% |
| 1Y | +7.2% | +4.1% | +3.1% | +4.5% |
| 3Y | +43.3% | +41.1% | +2.2% | +21.9% |
| All | -31.9% | +12.4% | -44.3% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling