+15.3%
SHW vs RBA
+45.3%
-29.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -3.2% | -2.9% | -0.3% | -2.6% |
| 30D | -9.5% | -12.3% | +2.8% | -6.8% |
| 3M | +11.5% | -20.5% | +32.0% | +16.9% |
| 6M | -3.5% | -18.5% | +15.0% | +0.5% |
| YTD | +3.7% | -18.2% | +22.0% | +7.4% |
| 1Y | -7.9% | -27.5% | +19.6% | -2.0% |
| 3Y | +24.7% | +38.1% | -13.4% | +14.6% |
| All | +15.3% | +45.3% | -29.9% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling