+89.8%
SHW vs ACI
+25.9%
+63.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -9.5% | +5.9% | -15.4% | -10.2% |
| 3M | +11.5% | -19.8% | +31.2% | +13.9% |
| 6M | -3.5% | -24.7% | +21.2% | -0.9% |
| YTD | +3.7% | -24.4% | +28.1% | +6.5% |
| 1Y | -7.9% | -31.5% | +23.6% | -4.5% |
| 3Y | +24.7% | -38.7% | +63.4% | +30.5% |
| 5Y | +13.6% | -42.8% | +56.4% | +18.4% |
| All | +89.8% | +25.9% | +63.9% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling