+268.6%
RTX vs SHW
+352.3%
-83.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -1.7% | +4.2% | -6.0% | -3.5% |
| 30D | +7.7% | +11.3% | -3.6% | +2.9% |
| 3M | -10.3% | -1.8% | -8.5% | -10.1% |
| 6M | +14.6% | +12.7% | +1.9% | +8.1% |
| YTD | +10.4% | +10.4% | -0.1% | +4.5% |
| 1Y | +13.5% | +4.7% | +8.8% | +9.7% |
| 3Y | +158.6% | +42.7% | +115.9% | +112.1% |
| 5Y | +147.3% | +14.5% | +132.7% | +119.4% |
| 10Y | +268.6% | +340.7% | -72.1% | +78.3% |
| All | +268.6% | +352.3% | -83.7% | +78.3% |
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