+350.2%
RCL vs SHW
+275.8%
+74.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.2% |
| 7D | -0.5% | -1.2% | +0.7% | +0.3% |
| 30D | -17.3% | -11.6% | -5.7% | -10.5% |
| 3M | -2.8% | +9.1% | -11.9% | -8.2% |
| 6M | -4.4% | -0.7% | -3.7% | -4.0% |
| YTD | -4.2% | +1.4% | -5.5% | -5.1% |
| 1Y | -23.4% | -12.3% | -11.1% | -17.1% |
| 3Y | +179.4% | +23.4% | +156.0% | +141.1% |
| 5Y | +238.8% | +15.0% | +223.7% | +195.3% |
| 10Y | +350.2% | +278.3% | +71.9% | +102.0% |
| All | +350.2% | +275.8% | +74.4% | +102.0% |
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