+21,907.6%
SHW vs ADM
+1,558.2%
+20,349.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +1.6% | -7.8% | +9.4% | +3.6% |
| 30D | +12.1% | -12.6% | +24.7% | +15.7% |
| 3M | -3.0% | -8.2% | +5.3% | -1.3% |
| 6M | +13.5% | -8.9% | +22.4% | +15.2% |
| YTD | +11.2% | +24.0% | -12.7% | +4.1% |
| 1Y | +6.2% | +26.2% | -19.9% | -1.2% |
| 3Y | +45.6% | +7.0% | +38.6% | +37.5% |
| 5Y | +15.6% | +24.9% | -9.3% | +3.1% |
| 10Y | +356.5% | +102.6% | +253.8% | +251.7% |
| All | +21,907.6% | +1,558.2% | +20,349.4% | +8,415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling