+79.2%
SHW vs RVMD
+634.9%
-555.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -11.6% | +1.1% | -12.7% | -11.7% |
| 3M | +9.1% | +39.6% | -30.5% | +5.5% |
| 6M | -0.7% | +110.7% | -111.4% | -8.8% |
| YTD | +1.4% | +160.3% | -158.9% | -9.7% |
| 1Y | -12.3% | +404.9% | -417.2% | -27.7% |
| 3Y | +23.4% | +545.5% | -522.1% | -3.9% |
| 5Y | +15.0% | +584.7% | -569.7% | -14.9% |
| All | +79.2% | +634.9% | -555.7% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling