+15.6%
SHW vs ADM
+26.0%
-10.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +1.6% | -7.8% | +9.4% | +2.5% |
| 30D | +12.1% | -12.6% | +24.7% | +13.7% |
| 3M | -3.0% | -8.2% | +5.3% | -2.3% |
| 6M | +13.5% | -8.9% | +22.4% | +14.1% |
| YTD | +11.2% | +24.0% | -12.7% | +6.6% |
| 1Y | +6.2% | +26.2% | -19.9% | +1.4% |
| 3Y | +45.6% | +7.0% | +38.6% | +40.1% |
| 5Y | +15.6% | +24.9% | -9.3% | +8.7% |
| All | +15.6% | +26.0% | -10.4% | +8.7% |
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