+88.5%
ACN vs SHW
+275.0%
-186.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.0% |
| 7D | -6.3% | -3.2% | -3.1% | -4.9% |
| 30D | -1.4% | -11.4% | +10.0% | +4.4% |
| 3M | +2.6% | +3.5% | -0.9% | +0.5% |
| 6M | -14.3% | -3.4% | -10.9% | -14.0% |
| YTD | -33.1% | -0.3% | -32.8% | -34.1% |
| 1Y | -28.8% | -10.4% | -18.4% | -26.2% |
| 3Y | -43.0% | +21.3% | -64.3% | -50.1% |
| 5Y | -44.0% | +12.9% | -56.9% | -50.3% |
| 10Y | +88.5% | +284.1% | -195.6% | +4.4% |
| All | +88.5% | +275.0% | -186.5% | +4.4% |
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