-12.3%
SHW vs RBA
-28.4%
+16.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -11.6% | -13.2% | +1.6% | -8.9% |
| 3M | +9.1% | -21.4% | +30.5% | +14.1% |
| 6M | -0.7% | -20.9% | +20.2% | +3.2% |
| YTD | +1.4% | -19.9% | +21.2% | +1.9% |
| 1Y | -12.3% | -28.7% | +16.4% | -8.9% |
| All | -12.3% | -28.4% | +16.1% | -8.9% |
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