+319.9%
ADP vs BBWI
-47.4%
+367.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +10.6% | +12.9% | -2.3% | +8.9% |
| 3M | +12.9% | +16.0% | -3.1% | +10.5% |
| 6M | +50.6% | +16.6% | +34.0% | +46.5% |
| YTD | +23.2% | +9.7% | +13.4% | +19.8% |
| 1Y | +25.3% | +1.5% | +23.8% | +22.2% |
| 3Y | +47.1% | -21.4% | +68.5% | +43.8% |
| 5Y | +50.1% | -67.6% | +117.6% | +60.6% |
| All | +319.9% | -47.4% | +367.3% | +259.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling