+49.6%
ADP vs SW
+40.4%
+9.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +7.4% | +4.7% | +2.7% | +7.0% |
| 30D | +17.1% | +5.0% | +12.1% | +16.7% |
| 3M | +14.4% | -7.3% | +21.8% | +14.9% |
| 6M | +47.9% | +15.0% | +32.9% | +46.2% |
| YTD | +22.1% | +18.5% | +3.6% | +19.8% |
| 1Y | +21.8% | +27.1% | -5.4% | +18.7% |
| All | +49.6% | +40.4% | +9.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling