-52.8%
ADBE vs SW
+19.6%
-72.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.9% |
| 7D | -8.6% | -5.1% | -3.5% | -8.1% |
| 30D | +2.8% | -4.6% | +7.4% | +3.2% |
| 3M | +3.1% | +9.4% | -6.3% | +2.1% |
| 6M | -2.4% | +3.5% | -5.9% | -2.9% |
| YTD | -23.9% | +22.0% | -45.9% | -26.0% |
| 1Y | -22.6% | +2.2% | -24.8% | -23.2% |
| All | -52.8% | +19.6% | -72.4% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling