+5,537.0%
ADP vs BWA
+2,636.0%
+2,901.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | +11.5% | -16.1% | +27.6% | +16.0% |
| 3M | +12.0% | -24.6% | +36.7% | +19.2% |
| 6M | +43.8% | -15.7% | +59.5% | +47.0% |
| YTD | +20.1% | +15.1% | +5.0% | +11.2% |
| 1Y | +22.3% | +15.9% | +6.4% | +12.9% |
| 3Y | +43.3% | +67.1% | -23.8% | +17.3% |
| 5Y | +47.3% | +34.7% | +12.6% | +24.6% |
| 10Y | +313.7% | +99.5% | +214.2% | +197.2% |
| All | +5,537.0% | +2,636.0% | +2,901.0% | +1,975.6% |
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