+651.5%
ADI vs SHW
+288.7%
+362.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.0% | +3.9% |
| 7D | +4.6% | -3.1% | +7.7% | +6.3% |
| 30D | -1.2% | -10.0% | +8.9% | +4.5% |
| 3M | -7.8% | +2.3% | -10.1% | -9.9% |
| 6M | +19.3% | +0.7% | +18.7% | +17.2% |
| YTD | +40.9% | +0.5% | +40.4% | +38.3% |
| 1Y | +54.5% | -11.5% | +66.0% | +62.3% |
| 3Y | +123.4% | +21.3% | +102.1% | +94.5% |
| 5Y | +142.3% | +12.5% | +129.8% | +114.0% |
| All | +651.5% | +288.7% | +362.8% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling