+277.3%
SHW vs RGEN
+415.3%
-138.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | -3.2% | -4.6% | +1.4% | -2.3% |
| 30D | -11.4% | +1.2% | -12.5% | -11.7% |
| 3M | +3.5% | +26.8% | -23.3% | -1.4% |
| 6M | -3.4% | +29.1% | -32.4% | -8.7% |
| YTD | -0.3% | +0.7% | -1.1% | -1.6% |
| 1Y | -10.4% | +39.1% | -49.5% | -17.4% |
| 3Y | +21.3% | +2.2% | +19.1% | +13.8% |
| 5Y | +12.9% | -44.0% | +56.8% | +14.0% |
| All | +277.3% | +415.3% | -138.0% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling