+41.1%
SHW vs ADP
+48.5%
-7.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +3.5% | +3.2% | +0.2% | +2.5% |
| 30D | +9.2% | +14.9% | -5.7% | +5.0% |
| 3M | -5.1% | +11.6% | -16.7% | -8.1% |
| 6M | +6.8% | +48.5% | -41.6% | -4.8% |
| YTD | +7.0% | +20.6% | -13.6% | +5.2% |
| 1Y | +4.1% | +23.7% | -19.6% | +0.9% |
| 3Y | +41.1% | +47.8% | -6.7% | +20.7% |
| All | +41.1% | +48.5% | -7.5% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling