+12.2%
SHW vs ADP
+47.3%
-35.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +3.5% | +3.2% | +0.2% | +2.2% |
| 30D | +9.2% | +14.9% | -5.7% | +3.4% |
| 3M | -5.1% | +11.6% | -16.7% | -9.3% |
| 6M | +6.8% | +48.5% | -41.6% | -9.7% |
| YTD | +7.0% | +20.6% | -13.6% | -0.5% |
| 1Y | +4.1% | +23.7% | -19.6% | -4.5% |
| 3Y | +41.1% | +47.8% | -6.7% | +17.2% |
| All | +12.2% | +47.3% | -35.1% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling