-6.8%
ADP vs GWW
+30.4%
-37.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -3.1% | -1.4% | -1.7% | -3.0% |
| 3M | +15.6% | -3.6% | +19.2% | +15.7% |
| 6M | +20.8% | +15.1% | +5.7% | +19.4% |
| YTD | +4.7% | +27.5% | -22.7% | +0.2% |
| All | -6.8% | +30.4% | -37.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling