+1,913.1%
SHW vs ACM
+233.3%
+1,679.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.5% | +5.4% | -1.9% | +1.9% |
| 30D | +9.2% | +15.1% | -5.9% | +4.7% |
| 3M | -5.1% | -10.5% | +5.4% | -2.2% |
| 6M | +6.8% | -19.7% | +26.5% | +13.4% |
| YTD | +7.0% | -28.8% | +35.8% | +16.9% |
| 1Y | +4.1% | -47.9% | +52.0% | +24.9% |
| 3Y | +41.1% | -12.4% | +53.4% | +42.8% |
| 5Y | +12.9% | +0.6% | +12.3% | +9.1% |
| 10Y | +366.3% | +161.3% | +205.1% | +223.2% |
| All | +1,913.1% | +233.3% | +1,679.8% | +1,015.0% |
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