+338.5%
SHW vs RCAT
-99.8%
+438.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.0% | -1.2% |
| 7D | +0.7% | +15.6% | -14.9% | +0.6% |
| 30D | +8.4% | -24.1% | +32.5% | +8.5% |
| 3M | -2.2% | -61.9% | +59.6% | -1.9% |
| 6M | +13.3% | -64.3% | +77.7% | +13.7% |
| YTD | +9.2% | -50.4% | +59.6% | +9.3% |
| 1Y | +2.9% | -54.0% | +56.9% | +3.0% |
| 3Y | +41.1% | +347.2% | -306.1% | +39.5% |
| 5Y | +11.0% | +45.7% | -34.8% | +9.8% |
| All | +338.5% | -99.8% | +438.3% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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