+330.2%
RCL vs SHW
+340.1%
-9.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.1% |
| 7D | -0.2% | +0.7% | -0.9% | -0.7% |
| 30D | +14.4% | +8.4% | +6.0% | +8.3% |
| 3M | +5.2% | -2.2% | +7.4% | +6.2% |
| 6M | +26.1% | +13.3% | +12.8% | +15.1% |
| YTD | +17.4% | +9.2% | +8.1% | +10.1% |
| 1Y | +24.7% | +2.9% | +21.8% | +21.7% |
| 3Y | +250.9% | +41.1% | +209.8% | +174.5% |
| 5Y | +293.8% | +11.0% | +282.9% | +249.8% |
| All | +330.2% | +340.1% | -9.9% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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