+559.5%
SHW vs RNG
+340.1%
+219.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.9% | +4.6% | -2.7% | +1.3% |
| 30D | +8.1% | +0.4% | +7.6% | +7.8% |
| 3M | -2.8% | +11.4% | -14.2% | -4.6% |
| 6M | +15.0% | +95.7% | -80.6% | +3.3% |
| YTD | +9.0% | +162.9% | -153.9% | -8.1% |
| 1Y | +4.5% | +180.3% | -175.8% | -12.8% |
| 3Y | +41.9% | +188.3% | -146.5% | +14.3% |
| 5Y | +10.7% | -72.5% | +83.2% | +17.0% |
| 10Y | +340.4% | +236.7% | +103.7% | +219.4% |
| All | +559.5% | +340.1% | +219.4% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling