-12.3%
SHW vs ADP
-7.1%
-5.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.0% |
| 7D | -1.2% | -5.5% | +4.3% | -0.8% |
| 30D | -11.6% | -1.2% | -10.4% | -11.5% |
| 3M | +9.1% | +17.9% | -8.7% | +8.7% |
| 6M | -0.7% | +20.3% | -21.0% | +0.7% |
| YTD | +1.4% | +5.8% | -4.5% | +9.8% |
| 1Y | -12.3% | -7.7% | -4.6% | +3.8% |
| All | -12.3% | -7.1% | -5.1% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling