-61.2%
ADBE vs W
-63.0%
+1.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | -10.1% | +6.5% | -16.6% | -11.0% |
| 30D | -3.0% | -6.2% | +3.2% | -2.2% |
| 3M | +5.0% | +48.9% | -43.9% | -3.1% |
| 6M | -9.3% | +31.2% | -40.5% | -15.3% |
| YTD | -26.5% | -0.4% | -26.1% | -28.6% |
| 1Y | -28.3% | +14.8% | -43.1% | -32.8% |
| 3Y | -54.1% | +40.5% | -94.6% | -61.8% |
| 5Y | -61.2% | -62.1% | +0.9% | -61.4% |
| All | -61.2% | -63.0% | +1.8% | -61.4% |
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