+340.7%
SHW vs ACWI
+220.7%
+120.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.3% |
| 7D | +4.2% | -0.2% | +4.4% | +4.5% |
| 30D | +11.3% | -3.3% | +14.5% | +14.7% |
| 3M | -1.8% | -3.4% | +1.6% | +1.3% |
| 6M | +12.7% | +0.8% | +11.9% | +11.6% |
| YTD | +10.4% | +10.7% | -0.3% | +0.4% |
| 1Y | +4.7% | +11.6% | -6.9% | -5.6% |
| 3Y | +42.7% | +73.4% | -30.7% | -15.3% |
| 5Y | +14.5% | +60.2% | -45.6% | -27.0% |
| 10Y | +340.7% | +221.6% | +119.2% | +34.4% |
| All | +340.7% | +220.7% | +120.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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