+313.7%
ADP vs BBWI
-41.3%
+355.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | +1.1% | -6.2% | +7.3% | +1.8% |
| 30D | +11.5% | +25.5% | -14.0% | +8.4% |
| 3M | +12.0% | +8.0% | +4.1% | +10.5% |
| 6M | +43.8% | +12.7% | +31.1% | +40.4% |
| YTD | +20.1% | +11.6% | +8.4% | +16.6% |
| 1Y | +22.3% | -0.9% | +23.2% | +19.7% |
| 3Y | +43.3% | -22.7% | +66.0% | +40.4% |
| 5Y | +47.3% | -67.2% | +114.5% | +57.5% |
| 10Y | +313.7% | -43.7% | +357.4% | +250.0% |
| All | +313.7% | -41.3% | +355.0% | +250.0% |
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