+20.3%
SHW vs RNG
+122.1%
-101.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -3.2% | -4.1% | +0.8% | -2.8% |
| 30D | -11.4% | +8.6% | -20.0% | -12.2% |
| 3M | +3.5% | +78.0% | -74.5% | -2.6% |
| 6M | -3.4% | +67.0% | -70.4% | -9.2% |
| YTD | -0.3% | +142.4% | -142.8% | -11.8% |
| 1Y | -10.4% | +120.4% | -130.9% | -19.8% |
| All | +20.3% | +122.1% | -101.7% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling