+20,418.4%
SHW vs RRC
+1,202.2%
+19,216.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | -9.5% | +10.1% | -19.6% | -10.1% |
| 3M | +11.5% | +4.0% | +7.5% | +11.1% |
| 6M | -3.5% | +1.6% | -5.1% | -3.9% |
| YTD | +3.7% | +19.7% | -16.0% | +2.2% |
| 1Y | -7.9% | +21.4% | -29.3% | -9.5% |
| 3Y | +24.7% | +29.7% | -5.0% | +21.2% |
| 5Y | +13.6% | +153.9% | -140.3% | +4.0% |
| 10Y | +283.0% | +10.8% | +272.1% | +244.4% |
| All | +20,418.4% | +1,202.2% | +19,216.2% | +15,881.8% |
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