+1,165.4%
ADP vs SW
+743.1%
+422.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.5% | +2.4% |
| 7D | +6.4% | +12.1% | -5.7% | +6.0% |
| 30D | +16.6% | +6.6% | +10.1% | +16.4% |
| 3M | +12.9% | -6.0% | +18.9% | +13.1% |
| 6M | +45.7% | +21.5% | +24.2% | +44.5% |
| YTD | +20.6% | +20.3% | +0.3% | +19.6% |
| 1Y | +20.5% | +28.1% | -7.7% | +19.2% |
| 3Y | +48.7% | +51.6% | -2.9% | +46.0% |
| 5Y | +50.0% | -0.1% | +50.2% | +47.7% |
| 10Y | +324.2% | +189.7% | +134.5% | +304.9% |
| All | +1,165.4% | +743.1% | +422.3% | +1,097.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling