+41.9%
SHW vs ACM
-9.1%
+51.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +1.9% | +5.6% | -3.7% | +0.1% |
| 30D | +8.1% | +20.8% | -12.8% | +2.0% |
| 3M | -2.8% | +11.4% | -14.2% | -6.2% |
| 6M | +15.0% | +0.9% | +14.1% | +13.9% |
| YTD | +9.0% | -24.8% | +33.8% | +16.5% |
| 1Y | +4.5% | -46.4% | +50.9% | +27.2% |
| 3Y | +41.9% | -9.2% | +51.1% | +28.2% |
| All | +41.9% | -9.1% | +51.0% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling