+15.6%
SHW vs DOCN
-31.5%
+47.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.0% | -4.0% | +3.4% |
| 7D | +1.6% | -12.8% | +14.4% | +2.6% |
| 30D | +12.1% | -41.9% | +54.0% | +16.7% |
| 3M | -3.0% | -36.9% | +34.0% | -0.3% |
| 6M | +13.5% | -52.2% | +65.8% | +18.9% |
| YTD | +11.2% | +62.7% | -51.5% | -1.2% |
| 1Y | +6.2% | +58.2% | -52.0% | -5.4% |
| 3Y | +45.6% | +219.5% | -173.8% | +13.3% |
| 5Y | +15.6% | -32.9% | +48.4% | -1.2% |
| All | +15.6% | -31.5% | +47.1% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling