+5.5%
SHW vs RBA
-4.2%
+9.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.4% |
| 7D | +1.6% | +2.5% | -0.9% | +1.0% |
| 30D | +12.1% | +11.6% | +0.5% | +9.4% |
| 3M | -3.0% | +1.5% | -4.5% | -3.8% |
| 6M | +13.5% | -6.6% | +20.2% | +13.6% |
| YTD | +11.2% | -6.3% | +17.5% | +5.3% |
| All | +5.5% | -4.2% | +9.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling