+338.5%
SHW vs ADP
+319.4%
+19.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | +8.4% | +11.6% | -3.2% | +2.9% |
| 3M | -2.2% | +15.1% | -17.3% | -8.7% |
| 6M | +13.3% | +46.0% | -32.7% | -6.6% |
| YTD | +9.2% | +22.4% | -13.2% | -2.4% |
| 1Y | +2.9% | +24.5% | -21.6% | -8.9% |
| 3Y | +41.1% | +44.8% | -3.7% | +14.3% |
| 5Y | +11.0% | +49.1% | -38.1% | -12.9% |
| All | +338.5% | +319.4% | +19.1% | +109.6% |
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