-61.5%
ADBE vs SHW
+14.0%
-75.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.2% |
| 7D | -8.9% | -3.2% | -5.7% | -7.6% |
| 30D | -6.6% | -11.4% | +4.8% | -1.7% |
| 3M | +7.1% | +3.5% | +3.7% | +5.1% |
| 6M | -9.8% | -3.4% | -6.4% | -9.5% |
| YTD | -27.2% | -0.3% | -26.8% | -28.5% |
| 1Y | -28.0% | -10.4% | -17.6% | -25.6% |
| 3Y | -54.5% | +21.3% | -75.8% | -60.5% |
| 5Y | -61.5% | +12.9% | -74.3% | -66.7% |
| All | -61.5% | +14.0% | -75.5% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling