+1,852.3%
SHW vs ACM
+230.8%
+1,621.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -3.2% | -3.7% | +0.5% | -2.1% |
| 30D | -9.5% | -11.1% | +1.6% | -6.6% |
| 3M | +11.5% | -8.0% | +19.4% | +13.8% |
| 6M | -3.5% | -29.7% | +26.1% | +6.5% |
| YTD | +3.7% | -29.4% | +33.1% | +13.6% |
| 1Y | -7.9% | -46.4% | +38.5% | +9.4% |
| 3Y | +24.7% | -22.3% | +47.0% | +31.0% |
| 5Y | +13.6% | +4.5% | +9.1% | +8.3% |
| 10Y | +283.0% | +127.6% | +155.3% | +175.5% |
| All | +1,852.3% | +230.8% | +1,621.6% | +983.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling