+141.6%
SHW vs DOW
-17.0%
+158.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.4% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -10.0% | -3.9% | -6.1% | -9.3% |
| 3M | +2.3% | -12.7% | +14.9% | +5.1% |
| 6M | +0.7% | -13.7% | +14.4% | +1.8% |
| YTD | +0.5% | +28.4% | -27.9% | -10.4% |
| 1Y | -11.5% | +21.8% | -33.2% | -20.5% |
| 3Y | +21.3% | -35.7% | +57.0% | +30.3% |
| 5Y | +12.5% | -36.8% | +49.4% | +19.7% |
| All | +141.6% | -17.0% | +158.6% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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