+5,603.2%
SHW vs RCAT
-100.0%
+5,703.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.1% | -1.4% |
| 7D | +3.5% | -12.7% | +16.2% | +3.5% |
| 30D | +9.2% | -34.3% | +43.5% | +9.3% |
| 3M | -5.1% | -53.4% | +48.3% | -5.0% |
| 6M | +6.8% | -62.0% | +68.8% | +6.9% |
| YTD | +7.0% | -49.1% | +56.0% | +7.0% |
| 1Y | +4.1% | -53.1% | +57.2% | +4.1% |
| 3Y | +41.1% | +318.7% | -277.6% | +40.7% |
| 5Y | +12.9% | +48.5% | -35.7% | +12.6% |
| 10Y | +366.3% | -99.6% | +466.0% | +363.7% |
| All | +5,603.2% | -100.0% | +5,703.2% | +5,383.6% |
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 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