+10,816.5%
ADP vs BBWI
+1,034.6%
+9,781.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.6% |
| 7D | -3.4% | +1.5% | -4.9% | -3.7% |
| 30D | +2.8% | -5.2% | +8.0% | +3.5% |
| 3M | +20.9% | +11.1% | +9.8% | +17.8% |
| 6M | +29.9% | -13.4% | +43.2% | +30.9% |
| YTD | +9.6% | +0.1% | +9.5% | +7.3% |
| 1Y | -5.3% | -36.1% | +30.9% | -0.6% |
| 3Y | +16.5% | -44.1% | +60.6% | +20.0% |
| 5Y | +49.4% | -66.2% | +115.6% | +63.1% |
| 10Y | +282.2% | -54.8% | +337.0% | +240.7% |
| All | +10,816.5% | +1,034.6% | +9,781.9% | +3,815.6% |
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 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