+495.3%
ADBE vs SW
+730.4%
-235.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -0.7% | +4.7% | -5.3% | -0.9% |
| 30D | +3.5% | +5.0% | -1.5% | +3.2% |
| 3M | -5.0% | -7.3% | +2.4% | -4.6% |
| 6M | -3.6% | +15.0% | -18.6% | -4.5% |
| YTD | -29.6% | +18.5% | -48.1% | -30.5% |
| 1Y | -26.6% | +27.1% | -53.7% | -27.9% |
| 3Y | -56.3% | +49.3% | -105.6% | -57.6% |
| 5Y | -62.8% | -1.6% | -61.2% | -63.7% |
| 10Y | +132.1% | +185.4% | -53.3% | +118.1% |
| All | +495.3% | +730.4% | -235.1% | +443.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling