+1,635.0%
DIS vs SHW
+21,595.0%
-19,960.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | 0.0% |
| 7D | +5.7% | +5.7% | 0.0% | +3.4% |
| 30D | +12.7% | +8.7% | +4.0% | +9.1% |
| 3M | +15.2% | -5.4% | +20.6% | +17.2% |
| 6M | +17.6% | +12.2% | +5.3% | +12.1% |
| YTD | +3.8% | +8.5% | -4.7% | -0.1% |
| 1Y | +6.8% | +4.9% | +1.9% | +4.0% |
| 3Y | +42.1% | +42.8% | -0.7% | +21.9% |
| 5Y | -31.2% | +14.5% | -45.6% | -37.2% |
| 10Y | +37.6% | +373.0% | -335.4% | -26.4% |
| All | +1,635.0% | +21,595.0% | -19,960.0% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling