+10,648.7%
SHW vs RIG
-40.2%
+10,688.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +0.7% |
| 7D | -3.2% | +0.9% | -4.1% | -3.3% |
| 30D | -9.5% | +13.8% | -23.3% | -10.6% |
| 3M | +11.5% | -6.4% | +17.9% | +11.7% |
| 6M | -3.5% | -8.2% | +4.6% | -3.5% |
| YTD | +3.7% | +41.6% | -37.9% | -0.3% |
| 1Y | -7.9% | +88.7% | -96.6% | -14.0% |
| 3Y | +24.7% | -30.9% | +55.6% | +24.0% |
| 5Y | +13.6% | +57.7% | -44.1% | +0.4% |
| 10Y | +283.0% | -39.3% | +322.2% | +210.3% |
| All | +10,648.7% | -40.2% | +10,688.9% | +8,923.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling