+29.5%
SHW vs DOCS
-36.0%
+65.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.7% |
| 7D | -3.2% | -1.4% | -1.8% | -3.1% |
| 30D | -9.5% | +21.8% | -31.3% | -11.3% |
| 3M | +11.5% | +27.3% | -15.8% | +8.9% |
| 6M | -3.5% | -0.3% | -3.2% | -4.4% |
| YTD | +3.7% | -40.5% | +44.2% | +7.0% |
| 1Y | -7.9% | -61.5% | +53.6% | -1.6% |
| 3Y | +24.7% | +8.2% | +16.5% | +17.0% |
| 5Y | +13.6% | -73.4% | +87.0% | +11.5% |
| All | +29.5% | -36.0% | +65.5% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling