+391.0%
DDOG vs SHW
+110.3%
+280.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | -2.3% | -2.1% | -0.2% | -1.3% |
| 30D | -35.8% | +11.1% | -46.9% | -39.7% |
| 3M | -25.3% | -2.2% | -23.1% | -25.6% |
| 6M | -8.9% | +14.3% | -23.2% | -16.9% |
| YTD | +35.6% | +10.6% | +25.0% | +23.4% |
| 1Y | -6.8% | +4.1% | -10.9% | -12.3% |
| 3Y | +77.9% | +42.9% | +35.0% | +34.4% |
| 5Y | -3.1% | +14.2% | -17.3% | -18.9% |
| All | +391.0% | +110.3% | +280.7% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling