+318.8%
ADP vs GWW
+653.9%
-335.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +11.9% | +14.0% | -2.1% | +6.4% |
| 3M | +13.7% | +14.4% | -0.6% | +7.9% |
| 6M | +46.8% | +21.7% | +25.1% | +35.4% |
| YTD | +21.8% | +48.4% | -26.7% | +3.0% |
| 1Y | +23.5% | +58.4% | -34.9% | +1.8% |
| 3Y | +44.1% | +92.3% | -48.2% | +8.2% |
| 5Y | +49.9% | +221.8% | -171.9% | -9.9% |
| 10Y | +318.8% | +657.6% | -338.8% | +97.5% |
| All | +318.8% | +653.9% | -335.2% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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