+137.3%
ADBE vs SHW
+339.2%
-201.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.6% | +1.9% | -0.3% | +0.6% |
| 30D | +1.0% | +8.1% | -7.1% | -3.0% |
| 3M | -10.1% | -2.8% | -7.4% | -9.3% |
| 6M | +3.0% | +15.0% | -12.1% | -5.3% |
| YTD | -30.5% | +9.0% | -39.5% | -35.2% |
| 1Y | -27.1% | +4.5% | -31.6% | -30.6% |
| 3Y | -58.8% | +41.9% | -100.7% | -67.5% |
| 5Y | -63.0% | +10.7% | -73.8% | -67.2% |
| All | +137.3% | +339.2% | -201.9% | +15.0% |
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