+270.5%
ADP vs W
+146.2%
+124.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -5.5% | +6.5% | -12.0% | -6.1% |
| 30D | -1.2% | -6.2% | +5.0% | -0.7% |
| 3M | +17.9% | +48.9% | -31.0% | +12.2% |
| 6M | +20.3% | +31.2% | -10.9% | +15.4% |
| YTD | +5.8% | -0.4% | +6.3% | +4.0% |
| 1Y | -7.7% | +14.8% | -22.5% | -11.2% |
| 3Y | +14.7% | +40.5% | -25.8% | +2.6% |
| 5Y | +45.8% | -62.1% | +107.9% | +39.3% |
| 10Y | +270.5% | +141.5% | +129.0% | +146.6% |
| All | +270.5% | +146.2% | +124.3% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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