+24.5%
ADP vs WAB
+44.7%
-20.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.2% |
| 7D | +0.3% | +7.9% | -7.7% | +2.3% |
| 30D | +11.6% | +4.9% | +6.7% | +13.2% |
| 3M | +15.1% | +1.8% | +13.3% | +15.9% |
| 6M | +46.0% | +12.0% | +34.1% | +51.2% |
| YTD | +22.4% | +41.3% | -18.9% | +21.8% |
| 1Y | +24.5% | +43.8% | -19.4% | +22.7% |
| All | +24.5% | +44.7% | -20.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling