+1,050.0%
ADP vs SW
+755.0%
+295.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.1% |
| 7D | -3.4% | -5.1% | +1.7% | -3.3% |
| 30D | +2.8% | -4.6% | +7.4% | +2.9% |
| 3M | +20.9% | +9.4% | +11.5% | +20.5% |
| 6M | +29.9% | +3.5% | +26.4% | +29.5% |
| YTD | +9.6% | +22.0% | -12.4% | +8.7% |
| 1Y | -5.3% | +2.2% | -7.5% | -5.6% |
| 3Y | +16.5% | +19.6% | -3.1% | +15.0% |
| 5Y | +49.4% | -2.3% | +51.7% | +47.1% |
| 10Y | +282.2% | +181.4% | +100.8% | +264.8% |
| All | +1,050.0% | +755.0% | +295.0% | +988.2% |
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