+137.3%
ADBE vs SW
+174.2%
-36.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +1.6% | -3.9% | +5.5% | +1.9% |
| 30D | +1.0% | +3.9% | -2.9% | +0.6% |
| 3M | -10.1% | -14.6% | +4.4% | -9.0% |
| 6M | +3.0% | +6.9% | -3.9% | +2.0% |
| YTD | -30.5% | +12.8% | -43.3% | -31.8% |
| 1Y | -27.1% | +24.3% | -51.4% | -29.1% |
| 3Y | -58.8% | +38.7% | -97.5% | -60.7% |
| 5Y | -63.0% | -3.6% | -59.4% | -64.5% |
| All | +137.3% | +174.2% | -36.8% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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