+446.6%
ADP vs W
+210.4%
+236.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +3.2% | -3.6% | +6.8% | +3.5% |
| 30D | +14.9% | +7.0% | +7.9% | +14.0% |
| 3M | +11.6% | +7.4% | +4.2% | +10.6% |
| 6M | +48.5% | +69.3% | -20.8% | +39.6% |
| YTD | +20.6% | +11.3% | +9.3% | +17.2% |
| 1Y | +23.7% | +13.2% | +10.5% | +19.8% |
| 3Y | +47.8% | +142.0% | -94.2% | +26.4% |
| 5Y | +47.7% | -54.6% | +102.3% | +37.9% |
| 10Y | +324.0% | +243.7% | +80.2% | +187.3% |
| All | +446.6% | +210.4% | +236.2% | +268.3% |
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 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