+14.5%
SHW vs DOCN
-34.6%
+49.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.9% | +11.9% | -2.7% |
| 7D | +5.7% | -29.3% | +35.0% | +8.6% |
| 30D | +8.7% | -46.0% | +54.7% | +13.8% |
| 3M | -5.4% | -43.2% | +37.8% | -1.9% |
| 6M | +12.2% | -53.7% | +66.0% | +17.5% |
| YTD | +8.5% | +46.9% | -38.4% | -2.8% |
| 1Y | +4.9% | +54.3% | -49.4% | -6.7% |
| 3Y | +42.8% | +185.5% | -142.7% | +12.2% |
| 5Y | +14.5% | -31.1% | +45.6% | -2.2% |
| All | +14.5% | -34.6% | +49.0% | -2.2% |
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