+14.5%
SHW vs DOC
-22.1%
+36.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | +5.7% | +6.2% | -0.5% | +3.1% |
| 30D | +8.7% | +6.5% | +2.2% | +5.9% |
| 3M | -5.4% | -6.2% | +0.9% | -2.9% |
| 6M | +12.2% | +25.6% | -13.3% | +1.4% |
| YTD | +8.5% | +32.1% | -23.6% | -4.7% |
| 1Y | +4.9% | +20.3% | -15.4% | -3.9% |
| 3Y | +42.8% | +42.7% | +0.1% | +17.1% |
| 5Y | +14.5% | -22.2% | +36.6% | +27.4% |
| All | +14.5% | -22.1% | +36.5% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling