+379.0%
RCL vs SHW
+371.2%
+7.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +0.4% |
| 7D | +5.0% | +1.6% | +3.4% | +3.9% |
| 30D | +19.4% | +12.1% | +7.3% | +10.6% |
| 3M | +5.9% | -3.0% | +8.9% | +7.5% |
| 6M | +23.8% | +13.5% | +10.3% | +12.9% |
| YTD | +22.8% | +11.2% | +11.6% | +13.8% |
| 1Y | +34.3% | +6.2% | +28.0% | +28.3% |
| 3Y | +276.4% | +45.6% | +230.8% | +188.4% |
| 5Y | +281.6% | +15.6% | +266.0% | +229.7% |
| 10Y | +379.0% | +356.5% | +22.5% | +63.3% |
| All | +379.0% | +371.2% | +7.8% | +63.3% |
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