+392.6%
SHW vs DOC
+19.9%
+372.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +5.5% |
| 7D | +13.3% | +8.7% | +4.6% | +9.9% |
| 30D | +14.1% | +7.6% | +6.5% | +11.1% |
| 3M | +0.8% | -5.3% | +6.0% | +2.8% |
| 6M | +17.6% | +27.6% | -10.0% | +6.9% |
| YTD | +13.0% | +32.4% | -19.4% | +0.8% |
| 1Y | +7.0% | +22.9% | -15.9% | -1.9% |
| 3Y | +48.8% | +43.1% | +5.7% | +26.8% |
| 5Y | +19.4% | -21.4% | +40.8% | +25.8% |
| 10Y | +392.6% | +16.8% | +375.8% | +360.9% |
| All | +392.6% | +19.9% | +372.7% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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