+273.5%
SHW vs RGEN
+414.1%
-140.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -4.5% | -2.9% | -1.6% | -3.9% |
| 30D | -12.7% | -0.1% | -12.6% | -12.8% |
| 3M | +4.7% | +25.9% | -21.2% | -0.1% |
| 6M | -3.4% | +35.2% | -38.6% | -9.6% |
| YTD | -1.3% | +0.5% | -1.8% | -2.5% |
| 1Y | -10.4% | +37.0% | -47.3% | -17.1% |
| 3Y | +20.1% | +2.0% | +18.1% | +12.7% |
| 5Y | +10.5% | -44.2% | +54.7% | +11.7% |
| All | +273.5% | +414.1% | -140.6% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RGEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling