+213.2%
RSP vs SHW
+352.3%
-139.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +0.7% | +4.2% | -3.5% | -1.1% |
| 30D | +3.7% | +11.3% | -7.6% | -1.3% |
| 3M | +0.7% | -1.8% | +2.5% | +1.1% |
| 6M | +9.0% | +12.7% | -3.7% | +2.4% |
| YTD | +16.7% | +10.4% | +6.2% | +9.9% |
| 1Y | +19.0% | +4.7% | +14.2% | +14.8% |
| 3Y | +64.7% | +42.7% | +22.0% | +35.7% |
| 5Y | +49.6% | +14.5% | +35.0% | +33.1% |
| 10Y | +213.2% | +340.7% | -127.6% | +61.7% |
| All | +213.2% | +352.3% | -139.2% | +61.7% |
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