+201.1%
SHW vs DOCU
+107.7%
+93.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.7% |
| 7D | +5.7% | -3.2% | +8.9% | +6.2% |
| 30D | +8.7% | +15.7% | -7.0% | +6.6% |
| 3M | -5.4% | +37.3% | -42.6% | -9.4% |
| 6M | +12.2% | +63.1% | -50.9% | +4.6% |
| YTD | +8.5% | +15.4% | -6.9% | +5.2% |
| 1Y | +4.9% | +11.3% | -6.4% | +2.1% |
| 3Y | +42.8% | +92.1% | -49.2% | +25.3% |
| 5Y | +14.5% | -70.5% | +85.0% | +17.9% |
| All | +201.1% | +107.7% | +93.5% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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