+10.5%
SHW vs RVMD
+560.0%
-549.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -4.5% | -3.6% | -0.9% | -4.2% |
| 30D | -12.7% | -1.1% | -11.6% | -12.7% |
| 3M | +4.7% | +41.0% | -36.3% | +1.6% |
| 6M | -3.4% | +105.7% | -109.1% | -10.2% |
| YTD | -1.3% | +155.3% | -156.6% | -10.7% |
| 1Y | -10.4% | +402.7% | -413.1% | -24.7% |
| 3Y | +20.1% | +533.1% | -513.0% | -3.8% |
| 5Y | +10.5% | +583.5% | -573.0% | -16.7% |
| All | +10.5% | +560.0% | -549.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling