+297.4%
ADBE vs W
+176.2%
+121.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.3% | -7.1% |
| 7D | -8.6% | -4.2% | -4.4% | -8.0% |
| 30D | +2.8% | -7.6% | +10.3% | +3.9% |
| 3M | +3.1% | +37.2% | -34.0% | -3.4% |
| 6M | -2.4% | +26.3% | -28.7% | -8.2% |
| YTD | -23.9% | -1.0% | -22.9% | -26.1% |
| 1Y | -22.6% | +20.1% | -42.7% | -27.9% |
| 3Y | -52.7% | +37.8% | -90.5% | -60.1% |
| 5Y | -60.0% | -63.7% | +3.6% | -62.9% |
| 10Y | +157.3% | +156.3% | +1.0% | +68.2% |
| All | +297.4% | +176.2% | +121.2% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling