+356.5%
SHW vs ADP
+327.9%
+28.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +12.1% | +11.5% | +0.6% | +6.4% |
| 3M | -3.0% | +12.0% | -15.0% | -8.3% |
| 6M | +13.5% | +43.8% | -30.3% | -5.7% |
| YTD | +11.2% | +20.1% | -8.8% | +0.3% |
| 1Y | +6.2% | +22.3% | -16.1% | -5.2% |
| 3Y | +45.6% | +43.3% | +2.4% | +18.6% |
| 5Y | +15.6% | +47.3% | -31.8% | -8.8% |
| 10Y | +356.5% | +313.7% | +42.8% | +115.4% |
| All | +356.5% | +327.9% | +28.6% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling