-11.5%
SHW vs RDW
+29.5%
-41.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +1.9% |
| 7D | -3.1% | +0.9% | -4.0% | -3.1% |
| 30D | -10.0% | -21.3% | +11.2% | -9.7% |
| 3M | +2.3% | -37.9% | +40.1% | +3.0% |
| 6M | +0.7% | +12.3% | -11.6% | -0.3% |
| YTD | +0.5% | +39.7% | -39.2% | -1.0% |
| 1Y | -11.5% | +25.7% | -37.2% | -13.4% |
| All | -11.5% | +29.5% | -41.0% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling