+278.3%
SHW vs RL
+304.3%
-26.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -1.2% | +1.9% | -3.1% | -1.6% |
| 30D | -11.6% | -12.2% | +0.6% | -8.8% |
| 3M | +9.1% | -6.6% | +15.8% | +10.8% |
| 6M | -0.7% | +3.2% | -3.8% | -1.8% |
| YTD | +1.4% | -1.3% | +2.6% | +1.1% |
| 1Y | -12.3% | +13.6% | -25.9% | -15.5% |
| 3Y | +23.4% | +210.9% | -187.5% | -8.0% |
| 5Y | +15.0% | +246.9% | -231.8% | -18.3% |
| 10Y | +278.3% | +310.1% | -31.8% | +147.4% |
| All | +278.3% | +304.3% | -26.0% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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