+15.0%
SHW vs ADM
+64.4%
-49.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -11.6% | +11.0% | -22.6% | -12.7% |
| 3M | +9.1% | +6.0% | +3.1% | +8.2% |
| 6M | -0.7% | +26.9% | -27.6% | -4.3% |
| YTD | +1.4% | +50.0% | -48.7% | -4.9% |
| 1Y | -12.3% | +39.6% | -51.9% | -16.9% |
| 3Y | +23.4% | +18.5% | +4.8% | +18.4% |
| 5Y | +15.0% | +62.6% | -47.6% | +3.7% |
| All | +15.0% | +64.4% | -49.4% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling