+152.3%
ACN vs SHW
+338.2%
-185.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.8% | +1.7% | -5.5% | -4.7% |
| 30D | +16.5% | +7.8% | +8.7% | +12.2% |
| 3M | +41.5% | -3.0% | +44.5% | +43.1% |
| 6M | +60.1% | +14.8% | +45.3% | +48.4% |
| YTD | -3.9% | +8.8% | -12.7% | -9.5% |
| 1Y | +4.1% | +4.2% | -0.1% | +0.2% |
| 3Y | -15.9% | +41.5% | -57.4% | -32.2% |
| 5Y | -26.3% | +10.5% | -36.8% | -33.9% |
| All | +152.3% | +338.2% | -185.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling