+20,418.4%
SHW vs RGEN
+1,576.0%
+18,842.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -3.2% | -4.9% | +1.7% | -3.0% |
| 30D | -9.5% | +5.7% | -15.2% | -9.7% |
| 3M | +11.5% | +32.4% | -21.0% | +10.1% |
| 6M | -3.5% | +33.2% | -36.7% | -4.8% |
| YTD | +3.7% | +2.3% | +1.4% | +3.4% |
| 1Y | -7.9% | +39.0% | -46.9% | -9.4% |
| 3Y | +24.7% | -4.6% | +29.3% | +23.6% |
| 5Y | +13.6% | -42.7% | +56.3% | +13.8% |
| 10Y | +283.0% | +433.6% | -150.6% | +256.3% |
| All | +20,418.4% | +1,576.0% | +18,842.4% | +16,843.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling