+99.5%
SHW vs ACI
+32.8%
+66.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +1.9% | +2.3% | -0.4% | +1.6% |
| 30D | +8.1% | +1.2% | +6.8% | +7.9% |
| 3M | -2.8% | +6.8% | -9.6% | -3.6% |
| 6M | +15.0% | -18.7% | +33.8% | +17.3% |
| YTD | +9.0% | -20.2% | +29.2% | +11.1% |
| 1Y | +4.5% | -23.7% | +28.2% | +7.1% |
| 3Y | +41.9% | -31.6% | +73.5% | +46.6% |
| 5Y | +10.7% | -42.8% | +53.5% | +15.2% |
| All | +99.5% | +32.8% | +66.6% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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