+527.6%
SHW vs RNG
+327.7%
+199.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.0% |
| 7D | -3.2% | +5.8% | -9.0% | -4.0% |
| 30D | -9.5% | +19.6% | -29.1% | -11.8% |
| 3M | +11.5% | +67.0% | -55.6% | +3.1% |
| 6M | -3.5% | +88.4% | -91.9% | -13.2% |
| YTD | +3.7% | +155.5% | -151.8% | -11.9% |
| 1Y | -7.9% | +141.7% | -149.6% | -21.4% |
| 3Y | +24.7% | +131.1% | -106.4% | +4.0% |
| 5Y | +13.6% | -70.6% | +84.2% | +18.6% |
| 10Y | +283.0% | +228.2% | +54.7% | +179.4% |
| All | +527.6% | +327.7% | +199.9% | +343.3% |
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 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