-6.8%
DDOG vs SHW
+4.6%
-11.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.4% |
| 7D | -2.3% | -2.1% | -0.2% | -3.2% |
| 30D | -35.8% | +11.1% | -46.9% | -33.1% |
| 3M | -25.3% | -2.2% | -23.1% | -24.2% |
| 6M | -8.9% | +14.3% | -23.2% | -2.1% |
| YTD | +35.6% | +10.6% | +25.0% | +40.8% |
| 1Y | -6.8% | +4.1% | -10.9% | -1.9% |
| All | -6.8% | +4.6% | -11.4% | -1.9% |
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