+284.1%
SHW vs ADM
+171.4%
+112.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.3% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | -11.4% | +8.2% | -19.6% | -13.3% |
| 3M | +3.5% | +8.7% | -5.2% | +0.8% |
| 6M | -3.4% | +29.1% | -32.4% | -10.7% |
| YTD | -0.3% | +53.7% | -54.0% | -12.5% |
| 1Y | -10.4% | +43.2% | -53.7% | -20.0% |
| 3Y | +21.3% | +21.4% | -0.1% | +11.4% |
| 5Y | +12.9% | +67.1% | -54.2% | -11.9% |
| 10Y | +284.1% | +176.6% | +107.5% | +124.9% |
| All | +284.1% | +171.4% | +112.7% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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