A detailed investigation of finite-size effects is performed for SU(2) gauge theory with two fermions in the adjoint representation, which previous lattice studies have shown to be inside the conformal window. The system is investigated with different spatial and temporal boundary conditions on lattices of various spatial and temporal extensions, for two values of the bare fermion mass representing a heavy and light fermion regime. Our study shows that the infinite-volume limit of masses and decay constants in the mesonic sector is reached only when the mass of the pseudoscalar particle MPS and the spatial lattice size L satisfy the relation LMPS≥15. This bound, which is at least a factor of three higher than what is observed in QCD, is a likely consequence of the different spectral signatures of the two theories, with the scalar isosinglet (0++ glueball) being the lightest particle in our model. In addition to stressing the importance of simulating large lattice sizes, our analysis emphasizes the need to understand quantitatively the full spectrum of the theory rather than just the spectrum in the mesonic isotriplet sector. While for the lightest fermion measuring masses from gluonic operators proves to be still challenging, reliable results for glueball states are obtained at the largest fermion mass and, in the mesonic sector, for both fermion masses. As a byproduct of our investigation, we perform a finite-size scaling of the pseudoscalar mass and decay constant. The data presented in this work support the conformal behavior of this theory with an anomalous dimension γ∗≃0.37.