+21,907.6%
SHW vs RRC
+1,418.2%
+20,489.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +4.0% |
| 7D | +1.6% | -10.3% | +11.9% | +2.3% |
| 30D | +12.1% | +19.5% | -7.4% | +10.6% |
| 3M | -3.0% | +27.9% | -30.9% | -4.7% |
| 6M | +13.5% | +21.2% | -7.6% | +11.8% |
| YTD | +11.2% | +39.6% | -28.3% | +8.3% |
| 1Y | +6.2% | +31.3% | -25.1% | +3.8% |
| 3Y | +45.6% | +51.9% | -6.3% | +40.0% |
| 5Y | +15.6% | +110.2% | -94.6% | +7.1% |
| 10Y | +356.5% | +56.7% | +299.8% | +301.2% |
| All | +21,907.6% | +1,418.2% | +20,489.4% | +16,842.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling