+180.6%
RCL vs SHW
+27.6%
+153.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.4% |
| 7D | -5.1% | -3.2% | -1.9% | -2.8% |
| 30D | -19.0% | -9.5% | -9.5% | -13.0% |
| 3M | -9.6% | +11.5% | -21.0% | -16.6% |
| 6M | -6.7% | -3.5% | -3.1% | -4.9% |
| YTD | -3.9% | +3.7% | -7.6% | -6.7% |
| 1Y | -25.1% | -7.9% | -17.2% | -21.5% |
| All | +180.6% | +27.6% | +153.0% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling