+4.2%
SHW vs ADM
+29.6%
-25.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.3% |
| 7D | +1.7% | +4.2% | -2.5% | +1.9% |
| 30D | +7.8% | -12.8% | +20.7% | +6.5% |
| 3M | -3.0% | -8.5% | +5.5% | -3.7% |
| 6M | +14.8% | -10.9% | +25.7% | +14.3% |
| YTD | +8.8% | +29.4% | -20.7% | +0.4% |
| 1Y | +4.2% | +27.5% | -23.3% | -3.8% |
| All | +4.2% | +29.6% | -25.4% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling