+14.8%
SHW vs DOW
-35.5%
+50.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -1.2% | -2.9% | +1.8% | -0.7% |
| 30D | -11.6% | +2.0% | -13.6% | -12.0% |
| 3M | +9.1% | -12.5% | +21.6% | +11.4% |
| 6M | -0.7% | -9.2% | +8.5% | -1.4% |
| YTD | +1.4% | +30.8% | -29.4% | -9.4% |
| 1Y | -12.3% | +29.4% | -41.7% | -21.9% |
| 3Y | +23.4% | -34.6% | +57.9% | +33.4% |
| All | +14.8% | -35.5% | +50.3% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling