+20,418.4%
SHW vs ADM
+1,908.9%
+18,509.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -3.2% | +3.8% | -7.0% | -4.2% |
| 30D | -9.5% | +9.8% | -19.3% | -11.7% |
| 3M | +11.5% | +2.1% | +9.3% | +10.4% |
| 6M | -3.5% | +27.5% | -31.0% | -10.1% |
| YTD | +3.7% | +50.2% | -46.5% | -7.3% |
| 1Y | -7.9% | +40.6% | -48.5% | -16.5% |
| 3Y | +24.7% | +17.2% | +7.5% | +15.5% |
| 5Y | +13.6% | +61.9% | -48.3% | -4.9% |
| 10Y | +283.0% | +159.3% | +123.7% | +177.9% |
| All | +20,418.4% | +1,908.9% | +18,509.5% | +7,488.6% |
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