+454.8%
ADP vs W
+209.7%
+245.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | +0.3% | -1.7% | +1.9% | +0.4% |
| 30D | +11.6% | +3.2% | +8.4% | +11.1% |
| 3M | +15.1% | +8.3% | +6.8% | +13.9% |
| 6M | +46.0% | +84.3% | -38.3% | +36.2% |
| YTD | +22.4% | +11.0% | +11.4% | +18.9% |
| 1Y | +24.5% | -0.2% | +24.7% | +22.0% |
| 3Y | +44.8% | +157.9% | -113.1% | +23.0% |
| 5Y | +49.1% | -56.8% | +105.9% | +39.9% |
| 10Y | +320.9% | +212.2% | +108.7% | +186.6% |
| All | +454.8% | +209.7% | +245.2% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling