+11,904.6%
ADP vs BBWI
+1,142.2%
+10,762.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -0.7% |
| 7D | +3.2% | -6.2% | +9.4% | +4.4% |
| 30D | +14.9% | +19.9% | -5.0% | +11.1% |
| 3M | +11.6% | +7.1% | +4.5% | +9.5% |
| 6M | +48.5% | +13.7% | +34.8% | +42.9% |
| YTD | +20.6% | +9.6% | +11.0% | +15.6% |
| 1Y | +23.7% | -1.6% | +25.3% | +19.7% |
| 3Y | +47.8% | -25.9% | +73.7% | +44.2% |
| 5Y | +47.7% | -67.8% | +115.5% | +62.7% |
| 10Y | +324.0% | -43.5% | +367.4% | +260.0% |
| All | +11,904.6% | +1,142.2% | +10,762.4% | +4,120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling