+284.1%
SHW vs RRC
+4.5%
+279.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -3.2% | -1.7% | -1.5% | -3.1% |
| 30D | -11.4% | +3.6% | -15.0% | -11.6% |
| 3M | +3.5% | +8.8% | -5.4% | +2.8% |
| 6M | -3.4% | +0.8% | -4.1% | -3.6% |
| YTD | -0.3% | +19.0% | -19.3% | -1.8% |
| 1Y | -10.4% | +22.9% | -33.3% | -12.1% |
| 3Y | +21.3% | +32.3% | -11.0% | +17.6% |
| 5Y | +12.9% | +151.6% | -138.7% | +3.3% |
| 10Y | +284.1% | +5.5% | +278.6% | +237.1% |
| All | +284.1% | +4.5% | +279.6% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling