+15.0%
SHW vs RVTY
-32.1%
+47.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.6% | +10.8% | -22.4% | -14.6% |
| 3M | +9.1% | +26.8% | -17.7% | +0.8% |
| 6M | -0.7% | +39.3% | -40.0% | -11.5% |
| YTD | +1.4% | +31.6% | -30.3% | -8.6% |
| 1Y | -12.3% | +47.7% | -60.0% | -24.3% |
| 3Y | +23.4% | +19.9% | +3.4% | +10.7% |
| 5Y | +15.0% | -32.3% | +47.4% | +25.4% |
| All | +15.0% | -32.1% | +47.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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