+54.6%
SHW vs DOCN
+91.6%
-37.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +4.2% | -12.1% | +16.4% | +5.1% |
| 30D | +11.3% | -41.0% | +52.3% | +15.4% |
| 3M | -1.8% | -38.7% | +36.9% | +1.0% |
| 6M | +12.7% | -51.5% | +64.2% | +17.5% |
| YTD | +10.4% | +65.3% | -54.8% | -0.9% |
| 1Y | +4.7% | +53.9% | -49.2% | -5.4% |
| 3Y | +42.7% | +215.6% | -172.9% | +14.4% |
| 5Y | +14.5% | -26.2% | +40.7% | -2.9% |
| All | +54.6% | +91.6% | -37.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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