+15.0%
SHW vs ACI
-44.9%
+59.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.9% |
| 7D | -1.2% | -2.6% | +1.4% | -0.8% |
| 30D | -11.6% | +1.1% | -12.7% | -11.7% |
| 3M | +9.1% | -23.6% | +32.8% | +12.3% |
| 6M | -0.7% | -29.9% | +29.3% | +3.3% |
| YTD | +1.4% | -26.9% | +28.2% | +4.6% |
| 1Y | -12.3% | -34.2% | +22.0% | -8.3% |
| 3Y | +23.4% | -43.6% | +67.0% | +30.9% |
| 5Y | +15.0% | -42.4% | +57.4% | +19.9% |
| All | +15.0% | -44.9% | +59.9% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling