+10.5%
SHW vs RNG
-70.1%
+80.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -4.5% | -9.6% | +5.1% | -3.3% |
| 30D | -12.7% | +8.8% | -21.5% | -13.7% |
| 3M | +4.7% | +78.6% | -73.9% | -3.1% |
| 6M | -3.4% | +70.3% | -73.7% | -11.0% |
| YTD | -1.3% | +140.3% | -141.7% | -14.4% |
| 1Y | -10.4% | +126.6% | -137.0% | -21.8% |
| 3Y | +20.1% | +120.2% | -100.1% | +2.1% |
| 5Y | +10.5% | -68.3% | +78.8% | +1.1% |
| All | +10.5% | -70.1% | +80.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling