+21,057.3%
SHW vs ADP
+12,213.2%
+8,844.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -5.1% | +11.6% | -16.7% | -9.4% |
| 6M | +6.8% | +48.5% | -41.6% | -10.0% |
| YTD | +7.0% | +20.6% | -13.6% | -2.7% |
| 1Y | +4.1% | +23.7% | -19.6% | -6.3% |
| 3Y | +41.1% | +47.8% | -6.7% | +17.2% |
| 5Y | +12.9% | +47.7% | -34.9% | -7.1% |
| 10Y | +366.3% | +324.0% | +42.4% | +145.7% |
| All | +21,057.3% | +12,213.2% | +8,844.1% | +3,402.5% |
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