+12.9%
SHW vs RCAT
+184.3%
-171.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.5% |
| 7D | -3.2% | -2.3% | -0.9% | -3.1% |
| 30D | -11.4% | -18.7% | +7.3% | -10.9% |
| 3M | +3.5% | -29.3% | +32.8% | +4.3% |
| 6M | -3.4% | -42.3% | +39.0% | -2.5% |
| YTD | -0.3% | +2.5% | -2.9% | -2.1% |
| 1Y | -10.4% | -5.7% | -4.7% | -12.5% |
| 3Y | +21.3% | +764.9% | -743.6% | +4.2% |
| 5Y | +12.9% | +182.3% | -169.4% | -2.3% |
| All | +12.9% | +184.3% | -171.4% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling