+543.7%
ADBE vs SW
+755.0%
-211.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.8% |
| 7D | -8.6% | -5.1% | -3.5% | -8.3% |
| 30D | +2.8% | -4.6% | +7.4% | +3.0% |
| 3M | +3.1% | +9.4% | -6.3% | +2.5% |
| 6M | -2.4% | +3.5% | -5.9% | -2.9% |
| YTD | -23.9% | +22.0% | -45.9% | -25.0% |
| 1Y | -22.6% | +2.2% | -24.8% | -23.0% |
| 3Y | -52.7% | +19.6% | -72.3% | -53.6% |
| 5Y | -60.0% | -2.3% | -57.7% | -61.0% |
| 10Y | +157.3% | +181.4% | -24.0% | +141.7% |
| All | +543.7% | +755.0% | -211.3% | +486.6% |
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