+4,020.2%
ADP vs WAB
+4,092.2%
-72.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -3.4% | -3.2% | -0.2% | -2.7% |
| 30D | +2.8% | -4.4% | +7.2% | +3.8% |
| 3M | +20.9% | +7.9% | +13.1% | +18.1% |
| 6M | +29.9% | +8.7% | +21.2% | +26.0% |
| YTD | +9.6% | +33.0% | -23.3% | +1.2% |
| 1Y | -5.3% | +46.7% | -51.9% | -14.8% |
| 3Y | +16.5% | +153.0% | -136.5% | -9.1% |
| 5Y | +49.4% | +222.3% | -172.9% | +9.6% |
| 10Y | +282.2% | +291.0% | -8.8% | +155.0% |
| All | +4,020.2% | +4,092.2% | -72.0% | +1,578.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling