+19.8%
DDOG vs SHW
+7.3%
+12.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.6% | -21.1% | -11.6% |
| 7D | -32.2% | +13.3% | -45.5% | -28.6% |
| 30D | -31.7% | +14.1% | -45.9% | -28.0% |
| 3M | -34.5% | +0.8% | -35.3% | -32.8% |
| 6M | +28.7% | +17.6% | +11.0% | +39.6% |
| YTD | +38.8% | +13.0% | +25.8% | +47.3% |
| 1Y | +19.8% | +7.0% | +12.8% | +28.6% |
| All | +19.8% | +7.3% | +12.5% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling