+148.0%
ADBE vs GWW
+565.7%
-417.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -12.9% | -3.1% | -9.8% | -11.9% |
| 30D | -5.6% | -2.3% | -3.3% | -4.9% |
| 3M | +6.6% | -3.3% | +9.9% | +7.5% |
| 6M | -9.6% | +15.4% | -24.9% | -14.8% |
| YTD | -28.9% | +26.7% | -55.7% | -35.7% |
| 1Y | -28.9% | +29.0% | -57.9% | -36.2% |
| 3Y | -55.6% | +89.0% | -144.6% | -65.7% |
| 5Y | -62.2% | +221.8% | -284.0% | -75.8% |
| All | +148.0% | +565.7% | -417.7% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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