+5,074.7%
SHW vs RL
+1,476.5%
+3,598.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +3.5% | -4.2% | +7.6% | +4.6% |
| 30D | +9.2% | +4.3% | +5.0% | +8.2% |
| 3M | -5.1% | -4.6% | -0.5% | -4.1% |
| 6M | +6.8% | +1.7% | +5.1% | +5.9% |
| YTD | +7.0% | +7.3% | -0.4% | +4.4% |
| 1Y | +4.1% | +20.8% | -16.7% | -1.3% |
| 3Y | +41.1% | +247.0% | -205.9% | +0.5% |
| 5Y | +12.9% | +225.5% | -212.6% | -20.1% |
| 10Y | +366.3% | +363.0% | +3.3% | +177.9% |
| All | +5,074.7% | +1,476.5% | +3,598.2% | +1,853.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling