+15.3%
SHW vs ACM
+5.0%
+10.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -3.2% | -3.7% | +0.5% | -1.9% |
| 30D | -9.5% | -11.1% | +1.6% | -5.9% |
| 3M | +11.5% | -8.0% | +19.4% | +14.3% |
| 6M | -3.5% | -29.7% | +26.1% | +9.2% |
| YTD | +3.7% | -29.4% | +33.1% | +16.0% |
| 1Y | -7.9% | -46.4% | +38.5% | +15.3% |
| 3Y | +24.7% | -22.3% | +47.1% | +27.8% |
| All | +15.3% | +5.0% | +10.4% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling