+36.4%
SHW vs DOCS
-19.4%
+55.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +8.4% | +8.7% | -0.3% | +7.7% |
| 3M | -2.2% | +32.9% | -35.1% | -4.5% |
| 6M | +13.3% | +25.5% | -12.2% | +10.3% |
| YTD | +9.2% | -25.0% | +34.2% | +10.5% |
| 1Y | +2.9% | -34.9% | +37.8% | +5.3% |
| 3Y | +41.1% | +39.3% | +1.8% | +29.8% |
| 5Y | +11.0% | -54.8% | +65.8% | +6.1% |
| All | +36.4% | -19.4% | +55.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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