+467.1%
DDOG vs SHW
+97.3%
+369.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -10.1% | -3.2% | -6.9% | -8.7% |
| 30D | -24.8% | -9.5% | -15.3% | -21.1% |
| 3M | -12.6% | +11.5% | -24.1% | -17.9% |
| 6M | +79.9% | -3.5% | +83.5% | +79.8% |
| YTD | +56.6% | +3.7% | +52.9% | +49.0% |
| 1Y | +61.6% | -7.9% | +69.5% | +63.6% |
| 3Y | +117.9% | +24.7% | +93.2% | +79.9% |
| 5Y | +54.2% | +13.6% | +40.6% | +31.0% |
| All | +467.1% | +97.3% | +369.8% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling