+270.5%
ADP vs BBWI
-56.0%
+326.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.1% |
| 7D | -5.5% | +1.6% | -7.0% | -5.7% |
| 30D | -1.2% | -6.2% | +5.0% | -0.7% |
| 3M | +17.9% | +4.3% | +13.5% | +16.7% |
| 6M | +20.3% | -7.2% | +27.5% | +20.1% |
| YTD | +5.8% | -3.0% | +8.9% | +4.8% |
| 1Y | -7.7% | -30.8% | +23.0% | -5.4% |
| 3Y | +14.7% | -43.4% | +58.1% | +17.2% |
| 5Y | +45.8% | -66.7% | +112.5% | +55.7% |
| 10Y | +270.5% | -55.7% | +326.2% | +235.6% |
| All | +270.5% | -56.0% | +326.4% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BBWI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling