+20,418.4%
SHW vs ADP
+11,097.1%
+9,321.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.3% |
| 7D | -3.2% | -3.4% | +0.2% | -1.8% |
| 30D | -9.5% | +2.8% | -12.3% | -10.6% |
| 3M | +11.5% | +20.9% | -9.5% | +2.6% |
| 6M | -3.5% | +29.9% | -33.4% | -14.7% |
| YTD | +3.7% | +9.6% | -5.9% | -1.8% |
| 1Y | -7.9% | -5.3% | -2.6% | -7.3% |
| 3Y | +24.7% | +16.5% | +8.2% | +14.1% |
| 5Y | +13.6% | +49.4% | -35.8% | -7.0% |
| 10Y | +283.0% | +282.2% | +0.8% | +110.6% |
| All | +20,418.4% | +11,097.1% | +9,321.3% | +3,434.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling