+15.3%
SHW vs DOC
-24.5%
+39.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.2% |
| 7D | -3.2% | -1.5% | -1.8% | -2.6% |
| 30D | -9.5% | -4.8% | -4.8% | -7.7% |
| 3M | +11.5% | +6.9% | +4.6% | +8.4% |
| 6M | -3.5% | +20.7% | -24.3% | -11.3% |
| YTD | +3.7% | +34.1% | -30.4% | -9.4% |
| 1Y | -7.9% | +22.6% | -30.5% | -16.7% |
| 3Y | +24.7% | +20.8% | +3.9% | +12.3% |
| All | +15.3% | -24.5% | +39.8% | +26.1% |
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