-63.1%
ADBE vs W
-52.8%
-10.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -4.4% | -7.4% | +3.0% | -3.3% |
| 30D | -0.2% | +7.8% | -8.0% | -1.6% |
| 3M | -9.9% | +10.9% | -20.8% | -11.8% |
| 6M | -3.5% | +86.4% | -89.9% | -14.6% |
| YTD | -32.1% | +14.0% | -46.1% | -35.7% |
| 1Y | -28.7% | +3.5% | -32.2% | -31.5% |
| 3Y | -60.2% | +164.8% | -225.0% | -70.7% |
| 5Y | -63.1% | -53.1% | -9.9% | -63.4% |
| All | -63.1% | -52.8% | -10.2% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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