+4,543.5%
SHW vs RBA
+4,003.4%
+540.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +3.5% | +4.3% | -0.8% | +2.6% |
| 30D | +9.2% | +16.3% | -7.1% | +5.7% |
| 3M | -5.1% | +1.3% | -6.4% | -5.5% |
| 6M | +6.8% | -11.1% | +17.9% | +9.0% |
| YTD | +7.0% | -8.5% | +15.4% | +8.0% |
| 1Y | +4.1% | -2.1% | +6.2% | +3.6% |
| 3Y | +41.1% | +44.6% | -3.5% | +27.9% |
| 5Y | +12.9% | +36.8% | -24.0% | +1.7% |
| 10Y | +366.3% | +227.3% | +139.0% | +242.0% |
| All | +4,543.5% | +4,003.4% | +540.0% | +2,300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling