+15.0%
SHW vs RMD
-21.0%
+36.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.3% |
| 7D | -1.2% | -4.5% | +3.3% | +0.2% |
| 30D | -11.6% | +4.6% | -16.2% | -12.8% |
| 3M | +9.1% | +14.8% | -5.7% | +4.4% |
| 6M | -0.7% | -12.1% | +11.4% | +2.6% |
| YTD | +1.4% | -7.5% | +8.8% | +2.9% |
| 1Y | -12.3% | -20.1% | +7.8% | -7.2% |
| 3Y | +23.4% | +53.9% | -30.5% | +3.8% |
| 5Y | +15.0% | -22.2% | +37.2% | +18.2% |
| All | +15.0% | -21.0% | +36.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling