+45.4%
RSP vs SHW
+12.4%
+33.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -1.0% | +3.5% | -4.5% | -2.4% |
| 30D | +2.6% | +9.2% | -6.7% | -0.9% |
| 3M | -0.8% | -5.1% | +4.3% | +0.8% |
| 6M | +6.3% | +6.8% | -0.6% | +2.8% |
| YTD | +14.1% | +7.0% | +7.2% | +9.9% |
| 1Y | +18.0% | +4.1% | +13.9% | +14.8% |
| 3Y | +61.0% | +41.1% | +20.0% | +37.5% |
| All | +45.4% | +12.4% | +33.0% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling