+356.1%
SHW vs ACGL
+337.7%
+18.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.3% |
| 7D | +3.5% | +0.9% | +2.6% | +3.2% |
| 30D | +9.2% | +13.7% | -4.5% | +4.3% |
| 3M | -5.1% | +8.0% | -13.1% | -7.8% |
| 6M | +6.8% | +13.3% | -6.4% | +1.9% |
| YTD | +7.0% | +11.8% | -4.9% | +2.2% |
| 1Y | +4.1% | +22.2% | -18.1% | -3.8% |
| 3Y | +41.1% | +32.5% | +8.6% | +23.7% |
| 5Y | +12.9% | +160.2% | -147.3% | -26.7% |
| All | +356.1% | +337.7% | +18.4% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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