+318.8%
ADP vs W
+224.5%
+94.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +0.9% | -7.4% | +8.3% | +1.6% |
| 30D | +11.9% | +7.8% | +4.1% | +10.9% |
| 3M | +13.7% | +10.9% | +2.9% | +12.2% |
| 6M | +46.8% | +86.4% | -39.7% | +36.1% |
| YTD | +21.8% | +14.0% | +7.8% | +17.8% |
| 1Y | +23.5% | +3.5% | +20.0% | +20.5% |
| 3Y | +44.1% | +164.8% | -120.7% | +20.3% |
| 5Y | +49.9% | -53.1% | +103.0% | +39.9% |
| 10Y | +318.8% | +220.4% | +98.3% | +178.9% |
| All | +318.8% | +224.5% | +94.2% | +178.9% |
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