+270.5%
ADP vs WAB
+283.1%
-12.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.7% |
| 7D | -5.5% | +1.7% | -7.1% | -6.0% |
| 30D | -1.2% | -2.4% | +1.2% | -0.6% |
| 3M | +17.9% | +9.7% | +8.2% | +13.6% |
| 6M | +20.3% | +16.5% | +3.8% | +12.9% |
| YTD | +5.8% | +33.7% | -27.9% | -5.5% |
| 1Y | -7.7% | +49.7% | -57.4% | -20.9% |
| 3Y | +14.7% | +170.9% | -156.2% | -21.5% |
| 5Y | +45.8% | +228.0% | -182.3% | -7.6% |
| 10Y | +270.5% | +284.8% | -14.3% | +94.8% |
| All | +270.5% | +283.1% | -12.6% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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