+15.3%
SHW vs ADP
+49.8%
-34.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.3% |
| 7D | -3.2% | -3.4% | +0.2% | -1.9% |
| 30D | -9.5% | +2.8% | -12.3% | -10.6% |
| 3M | +11.5% | +20.9% | -9.5% | +2.9% |
| 6M | -3.5% | +29.9% | -33.4% | -14.3% |
| YTD | +3.7% | +9.6% | -5.9% | +0.2% |
| 1Y | -7.9% | -5.3% | -2.6% | -4.0% |
| 3Y | +24.7% | +16.5% | +8.2% | +15.8% |
| All | +15.3% | +49.8% | -34.5% | -7.3% |
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