+275.2%
ADP vs ITW
+191.6%
+83.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -5.7% | -2.4% | -3.3% | -4.4% |
| 30D | -1.4% | -9.5% | +8.1% | +4.2% |
| 3M | +16.6% | +6.6% | +9.9% | +12.1% |
| 6M | +24.9% | -1.8% | +26.7% | +25.1% |
| YTD | +5.6% | +9.0% | -3.4% | -1.3% |
| 1Y | -6.0% | +3.6% | -9.6% | -9.6% |
| 3Y | +14.5% | +19.4% | -5.0% | -0.6% |
| 5Y | +47.9% | +36.4% | +11.5% | +16.3% |
| All | +275.2% | +191.6% | +83.6% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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