+9,022.4%
SHW vs ACGL
+4,429.2%
+4,593.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.9% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -9.5% | -1.0% | -8.5% | -9.3% |
| 3M | +11.5% | +11.0% | +0.4% | +8.6% |
| 6M | -3.5% | -0.3% | -3.2% | -3.6% |
| YTD | +3.7% | +2.3% | +1.4% | +2.9% |
| 1Y | -7.9% | +6.4% | -14.3% | -9.6% |
| 3Y | +24.7% | +34.0% | -9.3% | +14.4% |
| 5Y | +13.6% | +161.6% | -148.1% | -12.1% |
| 10Y | +283.0% | +278.6% | +4.4% | +167.5% |
| All | +9,022.4% | +4,429.2% | +4,593.1% | +4,401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling