+49.1%
ADP vs WAB
+203.5%
-154.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.7% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +14.9% | +0.4% | +14.5% | +14.5% |
| 3M | +11.6% | -3.8% | +15.5% | +12.4% |
| 6M | +48.5% | +5.1% | +43.4% | +44.7% |
| YTD | +20.6% | +33.3% | -12.7% | +6.7% |
| 1Y | +23.7% | +39.8% | -16.1% | +7.4% |
| 3Y | +47.8% | +161.1% | -113.3% | -5.2% |
| All | +49.1% | +203.5% | -154.4% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling