+26.3%
SHW vs RGEN
-0.6%
+26.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -3.2% | -4.9% | +1.7% | -2.4% |
| 30D | -9.5% | +5.7% | -15.2% | -10.4% |
| 3M | +11.5% | +32.4% | -21.0% | +6.3% |
| 6M | -3.5% | +33.2% | -36.7% | -8.5% |
| YTD | +3.7% | +2.3% | +1.4% | +2.1% |
| 1Y | -7.9% | +39.0% | -46.9% | -13.9% |
| All | +26.3% | -0.6% | +26.9% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling