+45.2%
SHW vs DOCN
+171.0%
-125.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | -3.2% | +1.1% | -4.4% | -3.3% |
| 30D | -9.5% | -9.6% | +0.1% | -9.0% |
| 3M | +11.5% | -37.7% | +49.2% | +15.3% |
| 6M | -3.5% | +115.2% | -118.8% | -13.7% |
| YTD | +3.7% | +133.7% | -130.0% | -8.6% |
| 1Y | -7.9% | +250.2% | -258.1% | -23.2% |
| 3Y | +24.7% | +320.3% | -295.6% | -1.6% |
| 5Y | +13.6% | +53.1% | -39.5% | -5.5% |
| All | +45.2% | +171.0% | -125.8% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling