+278.3%
SHW vs ACM
+128.0%
+150.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -11.6% | -12.9% | +1.3% | -7.5% |
| 3M | +9.1% | -6.4% | +15.5% | +11.1% |
| 6M | -0.7% | -29.2% | +28.6% | +11.4% |
| YTD | +1.4% | -29.9% | +31.3% | +13.1% |
| 1Y | -12.3% | -47.3% | +35.0% | +8.3% |
| 3Y | +23.4% | -19.6% | +43.0% | +28.0% |
| 5Y | +15.0% | +5.5% | +9.5% | +7.1% |
| 10Y | +278.3% | +129.7% | +148.6% | +151.6% |
| All | +278.3% | +128.0% | +150.3% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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