+205.8%
RSP vs SHW
+288.7%
-82.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | 0.0% |
| 7D | -1.9% | -3.1% | +1.2% | -0.6% |
| 30D | -2.8% | -10.0% | +7.2% | +1.6% |
| 3M | +2.8% | +2.3% | +0.6% | +1.3% |
| 6M | +10.2% | +0.7% | +9.5% | +8.8% |
| YTD | +13.1% | +0.5% | +12.6% | +11.4% |
| 1Y | +14.8% | -11.5% | +26.2% | +19.4% |
| 3Y | +52.6% | +21.3% | +31.3% | +35.8% |
| 5Y | +51.6% | +12.5% | +39.1% | +35.9% |
| All | +205.8% | +288.7% | -82.9% | +69.4% |
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