+277.3%
SHW vs RIG
-40.8%
+318.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -3.2% | -8.2% | +5.0% | -2.8% |
| 30D | -11.4% | -0.2% | -11.2% | -11.4% |
| 3M | +3.5% | -2.7% | +6.2% | +3.5% |
| 6M | -3.4% | -7.5% | +4.1% | -3.4% |
| YTD | -0.3% | +38.3% | -38.6% | -2.6% |
| 1Y | -10.4% | +81.8% | -92.3% | -14.0% |
| 3Y | +21.3% | -30.2% | +51.5% | +20.7% |
| 5Y | +12.9% | +59.9% | -47.1% | +5.0% |
| All | +277.3% | -40.8% | +318.0% | +219.1% |
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