+19,949.9%
SHW vs RRX
+3,925.9%
+16,024.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.2% | +4.3% | -5.4% | -2.3% |
| 30D | -11.6% | -8.0% | -3.6% | -9.7% |
| 3M | +9.1% | -22.0% | +31.1% | +14.9% |
| 6M | -0.7% | -11.9% | +11.2% | +0.5% |
| YTD | +1.4% | +17.1% | -15.7% | -5.5% |
| 1Y | -12.3% | +14.9% | -27.2% | -18.4% |
| 3Y | +23.4% | +6.9% | +16.5% | +12.5% |
| 5Y | +15.0% | +19.6% | -4.5% | +0.1% |
| 10Y | +278.3% | +215.9% | +62.3% | +147.5% |
| All | +19,949.9% | +3,925.9% | +16,024.0% | +9,150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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