+273.5%
SHW vs RIG
-40.1%
+313.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.0% |
| 7D | -4.5% | -4.2% | -0.3% | -4.3% |
| 30D | -12.7% | -0.7% | -12.0% | -12.7% |
| 3M | +4.7% | -4.0% | +8.7% | +4.7% |
| 6M | -3.4% | -6.3% | +2.9% | -3.5% |
| YTD | -1.3% | +39.7% | -41.0% | -3.6% |
| 1Y | -10.4% | +78.1% | -88.4% | -13.8% |
| 3Y | +20.1% | -29.5% | +49.6% | +19.4% |
| 5Y | +10.5% | +65.3% | -54.8% | +2.6% |
| All | +273.5% | -40.1% | +313.7% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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