+490.5%
DDOG vs SHW
+87.6%
+402.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +3.2% | -4.5% | +7.7% | +5.5% |
| 30D | -10.2% | -12.7% | +2.5% | -4.2% |
| 3M | -2.6% | +4.7% | -7.3% | -5.6% |
| 6M | +80.1% | -3.4% | +83.6% | +79.4% |
| YTD | +63.0% | -1.3% | +64.4% | +58.8% |
| 1Y | +59.4% | -10.4% | +69.7% | +63.2% |
| 3Y | +127.0% | +20.1% | +106.9% | +90.5% |
| 5Y | +61.7% | +10.5% | +51.2% | +39.1% |
| All | +490.5% | +87.6% | +402.8% | +276.3% |
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