+270.5%
ADP vs BWA
+142.9%
+127.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.1% |
| 7D | -5.5% | +4.3% | -9.8% | -6.3% |
| 30D | -1.2% | -2.9% | +1.7% | -0.8% |
| 3M | +17.9% | -12.4% | +30.3% | +20.6% |
| 6M | +20.3% | +28.6% | -8.2% | +11.3% |
| YTD | +5.8% | +48.2% | -42.4% | -7.2% |
| 1Y | -7.7% | +50.9% | -58.6% | -19.7% |
| 3Y | +14.7% | +72.2% | -57.4% | -6.3% |
| 5Y | +45.8% | +91.1% | -45.3% | +11.7% |
| 10Y | +270.5% | +144.0% | +126.5% | +137.7% |
| All | +270.5% | +142.9% | +127.6% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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