-10.4%
SHW vs RRC
+24.3%
-34.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.9% |
| 7D | -4.5% | -1.2% | -3.3% | -4.6% |
| 30D | -12.7% | +3.0% | -15.7% | -12.3% |
| 3M | +4.7% | +7.3% | -2.6% | +6.0% |
| 6M | -3.4% | +3.6% | -7.0% | -3.0% |
| YTD | -1.3% | +19.4% | -20.7% | -1.0% |
| 1Y | -10.4% | +21.4% | -31.8% | -8.0% |
| All | -10.4% | +24.3% | -34.7% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling