+53.2%
ADP vs W
-63.2%
+116.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.3% |
| 7D | -3.4% | -4.2% | +0.7% | -3.2% |
| 30D | +2.8% | -7.6% | +10.4% | +3.3% |
| 3M | +20.9% | +37.2% | -16.2% | +17.4% |
| 6M | +29.9% | +26.3% | +3.6% | +26.4% |
| YTD | +9.6% | -1.0% | +10.6% | +8.4% |
| 1Y | -5.3% | +20.1% | -25.3% | -8.1% |
| 3Y | +16.5% | +37.8% | -21.3% | +7.6% |
| All | +53.2% | -63.2% | +116.4% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling