+54.8%
SHW vs DOCN
+110.0%
-55.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.6% | -9.5% | -0.6% |
| 7D | -2.1% | +3.7% | -5.9% | -2.5% |
| 30D | +11.1% | -33.7% | +44.8% | +14.2% |
| 3M | -2.2% | -27.9% | +25.7% | -0.7% |
| 6M | +14.3% | -46.4% | +60.8% | +18.2% |
| YTD | +10.6% | +81.1% | -70.5% | -1.5% |
| 1Y | +4.1% | +74.3% | -70.2% | -7.0% |
| 3Y | +42.9% | +245.8% | -203.0% | +13.6% |
| 5Y | +14.2% | -23.7% | +37.9% | -3.8% |
| All | +54.8% | +110.0% | -55.2% | +34.0% |
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