+5,561.1%
ADP vs BWA
+2,496.1%
+3,064.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.9% |
| 7D | +3.2% | -5.5% | +8.7% | +4.5% |
| 30D | +14.9% | -21.7% | +36.6% | +21.6% |
| 3M | +11.6% | -25.6% | +37.2% | +19.1% |
| 6M | +48.5% | -17.4% | +65.9% | +52.5% |
| YTD | +20.6% | +9.2% | +11.4% | +13.1% |
| 1Y | +23.7% | +9.7% | +13.9% | +15.8% |
| 3Y | +47.8% | +54.6% | -6.8% | +23.4% |
| 5Y | +47.7% | +26.8% | +21.0% | +26.8% |
| 10Y | +324.0% | +89.0% | +235.0% | +208.6% |
| All | +5,561.1% | +2,496.1% | +3,064.9% | +2,012.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling