-63.1%
ADBE vs SW
+0.2%
-63.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -4.4% | -2.6% | -1.8% | -4.1% |
| 30D | -0.2% | +7.2% | -7.4% | -1.0% |
| 3M | -9.9% | -10.5% | +0.6% | -8.9% |
| 6M | -3.5% | +9.9% | -13.3% | -4.9% |
| YTD | -32.1% | +17.2% | -49.4% | -34.0% |
| 1Y | -28.7% | +26.5% | -55.2% | -31.4% |
| 3Y | -60.2% | +47.7% | -107.9% | -63.0% |
| 5Y | -63.1% | +0.2% | -63.3% | -65.1% |
| All | -63.1% | +0.2% | -63.3% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling