+47.1%
ADP vs BBWI
-24.0%
+71.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | +2.2% | +0.1% | +2.0% | +2.2% |
| 30D | +10.6% | +12.9% | -2.3% | +9.6% |
| 3M | +12.9% | +16.0% | -3.1% | +11.6% |
| 6M | +50.6% | +16.6% | +34.0% | +48.3% |
| YTD | +23.2% | +9.7% | +13.4% | +21.4% |
| 1Y | +25.3% | +1.5% | +23.8% | +23.8% |
| 3Y | +47.1% | -21.4% | +68.5% | +44.5% |
| All | +47.1% | -24.0% | +71.1% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling