+17.8%
ADP vs SW
+19.6%
-1.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | -3.4% | -5.1% | +1.7% | -3.1% |
| 30D | +2.8% | -4.6% | +7.4% | +3.1% |
| 3M | +20.9% | +9.4% | +11.5% | +20.0% |
| 6M | +29.9% | +3.5% | +26.4% | +29.4% |
| YTD | +9.6% | +22.0% | -12.4% | +7.4% |
| 1Y | -5.3% | +2.2% | -7.5% | -6.0% |
| All | +17.8% | +19.6% | -1.8% | +12.9% |
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