+15.6%
SHW vs RVTY
-6.1%
+21.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.0% |
| 7D | +1.6% | +6.0% | -4.4% | -0.4% |
| 30D | +12.1% | +4.3% | +7.8% | +10.2% |
| 3M | -3.0% | +40.2% | -43.2% | -13.6% |
| 6M | +13.5% | +59.3% | -45.8% | -3.3% |
| YTD | +11.2% | +66.5% | -55.3% | -7.6% |
| 1Y | +6.2% | +77.5% | -71.3% | -13.8% |
| 3Y | +45.6% | +92.5% | -46.8% | +10.9% |
| 5Y | +15.6% | -6.8% | +22.4% | +14.7% |
| All | +15.6% | -6.1% | +21.7% | +14.7% |
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