+5,431.0%
SHW vs RCAT
-100.0%
+5,531.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | -9.5% | -3.3% | -6.2% | -9.5% |
| 3M | +11.5% | -43.2% | +54.7% | +11.5% |
| 6M | -3.5% | -43.2% | +39.6% | -3.5% |
| YTD | +3.7% | +5.5% | -1.8% | +3.7% |
| 1Y | -7.9% | -1.6% | -6.3% | -8.0% |
| 3Y | +24.7% | +773.7% | -749.0% | +24.3% |
| 5Y | +13.6% | +187.6% | -174.0% | +13.2% |
| 10Y | +283.0% | -98.5% | +381.4% | +280.5% |
| All | +5,431.0% | -100.0% | +5,531.0% | +5,214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling