+2,502.0%
SHW vs ACWI
+330.1%
+2,171.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -1.1% |
| 7D | +5.7% | -4.0% | +9.7% | +9.2% |
| 30D | +8.7% | -5.8% | +14.5% | +13.7% |
| 3M | -5.4% | -5.0% | -0.3% | -1.6% |
| 6M | +12.2% | +0.7% | +11.5% | +11.5% |
| YTD | +8.5% | +8.4% | 0.0% | +1.9% |
| 1Y | +4.9% | +10.1% | -5.2% | -2.6% |
| 3Y | +42.8% | +70.8% | -27.9% | -5.3% |
| 5Y | +14.5% | +55.4% | -40.9% | -18.6% |
| 10Y | +373.0% | +223.3% | +149.7% | +99.7% |
| All | +2,502.0% | +330.1% | +2,171.9% | +863.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling