+20,418.4%
SHW vs DOC
+2,974.4%
+17,444.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -3.2% | -1.5% | -1.8% | -2.8% |
| 30D | -9.5% | -4.8% | -4.8% | -8.2% |
| 3M | +11.5% | +6.9% | +4.6% | +9.2% |
| 6M | -3.5% | +20.7% | -24.3% | -9.5% |
| YTD | +3.7% | +34.1% | -30.4% | -6.1% |
| 1Y | -7.9% | +22.6% | -30.5% | -14.5% |
| 3Y | +24.7% | +20.8% | +3.9% | +15.1% |
| 5Y | +13.6% | -24.9% | +38.4% | +20.6% |
| 10Y | +283.0% | -1.8% | +284.8% | +258.6% |
| All | +20,418.4% | +2,974.4% | +17,444.0% | +6,203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling