+4,918.5%
SHW vs RL
+1,366.2%
+3,552.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.1% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -9.5% | -7.8% | -1.8% | -7.8% |
| 3M | +11.5% | -4.0% | +15.5% | +12.4% |
| 6M | -3.5% | -1.9% | -1.7% | -3.5% |
| YTD | +3.7% | -0.2% | +3.9% | +3.1% |
| 1Y | -7.9% | +10.7% | -18.6% | -11.0% |
| 3Y | +24.7% | +210.8% | -186.1% | -8.7% |
| 5Y | +13.6% | +238.2% | -224.6% | -20.6% |
| 10Y | +283.0% | +313.4% | -30.4% | +134.7% |
| All | +4,918.5% | +1,366.2% | +3,552.3% | +1,829.5% |
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