+162.1%
SHW vs DOW
-5.5%
+167.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.9% | +5.2% | -3.3% | +0.6% |
| 30D | +8.1% | +13.2% | -5.1% | +4.6% |
| 3M | -2.8% | +10.1% | -12.9% | -5.5% |
| 6M | +15.0% | -13.1% | +28.1% | +18.1% |
| YTD | +9.0% | +46.1% | -37.1% | -6.1% |
| 1Y | +4.5% | +50.0% | -45.5% | -10.9% |
| 3Y | +41.9% | -20.2% | +62.1% | +43.1% |
| 5Y | +10.7% | -27.7% | +38.4% | +13.9% |
| All | +162.1% | -5.5% | +167.6% | +106.2% |
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