+319.9%
ADP vs ITW
+192.7%
+127.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +2.2% | +2.3% | -0.2% | +0.8% |
| 30D | +10.6% | +6.7% | +3.9% | +6.5% |
| 3M | +12.9% | -0.5% | +13.5% | +13.0% |
| 6M | +50.6% | +16.4% | +34.2% | +37.5% |
| YTD | +23.2% | +19.0% | +4.2% | +9.4% |
| 1Y | +25.3% | +20.2% | +5.0% | +10.5% |
| 3Y | +47.1% | +33.1% | +14.0% | +20.0% |
| 5Y | +50.1% | +35.7% | +14.4% | +18.8% |
| All | +319.9% | +192.7% | +127.2% | +110.5% |
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