+346.7%
SHW vs RIG
-48.7%
+395.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | 0.0% |
| 7D | -2.1% | -2.6% | +0.4% | -2.0% |
| 30D | +11.1% | -5.2% | +16.3% | +11.2% |
| 3M | -2.2% | -8.6% | +6.5% | -2.0% |
| 6M | +14.3% | -18.9% | +33.3% | +15.0% |
| YTD | +10.6% | +28.6% | -18.0% | +8.2% |
| 1Y | +4.1% | +25.5% | -21.5% | +1.9% |
| 3Y | +42.9% | -20.2% | +63.0% | +40.9% |
| 5Y | +14.2% | +53.9% | -39.7% | +6.5% |
| 10Y | +346.7% | -48.8% | +395.5% | +296.2% |
| All | +346.7% | -48.7% | +395.5% | +296.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling