+5,048.0%
ADP vs BWA
+3,492.4%
+1,555.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.8% | -2.8% |
| 7D | -3.4% | +5.7% | -9.1% | -4.8% |
| 30D | +2.8% | +1.4% | +1.4% | +2.2% |
| 3M | +20.9% | -12.1% | +33.0% | +23.7% |
| 6M | +29.9% | +28.6% | +1.3% | +19.6% |
| YTD | +9.6% | +51.1% | -41.4% | -4.5% |
| 1Y | -5.3% | +55.9% | -61.1% | -18.3% |
| 3Y | +16.5% | +70.1% | -53.7% | -4.5% |
| 5Y | +49.4% | +90.7% | -41.3% | +16.1% |
| 10Y | +282.2% | +154.0% | +128.2% | +159.9% |
| All | +5,048.0% | +3,492.4% | +1,555.6% | +1,682.8% |
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