+148.0%
ADBE vs SHW
+281.7%
-133.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -12.9% | -4.5% | -8.5% | -11.0% |
| 30D | -5.6% | -12.7% | +7.0% | +0.8% |
| 3M | +6.6% | +4.7% | +1.9% | +3.7% |
| 6M | -9.6% | -3.4% | -6.1% | -9.4% |
| YTD | -28.9% | -1.3% | -27.6% | -30.0% |
| 1Y | -28.9% | -10.4% | -18.6% | -26.6% |
| 3Y | -55.6% | +20.1% | -75.7% | -61.5% |
| 5Y | -62.2% | +10.5% | -72.7% | -66.5% |
| All | +148.0% | +281.7% | -133.6% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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