+286.4%
RTX vs SHW
+281.4%
+5.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.7% |
| 30D | -10.6% | -11.6% | +1.0% | -6.2% |
| 3M | +11.6% | +9.1% | +2.5% | +7.2% |
| 6M | -4.5% | -0.7% | -3.8% | -5.1% |
| YTD | +9.6% | +1.4% | +8.2% | +7.8% |
| 1Y | +30.8% | -12.3% | +43.1% | +36.1% |
| 3Y | +152.8% | +23.4% | +129.5% | +121.7% |
| 5Y | +167.1% | +15.0% | +152.1% | +133.8% |
| All | +286.4% | +281.4% | +5.0% | +101.2% |
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