+4,411.7%
ADP vs WAB
+4,319.4%
+92.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.6% | -1.6% |
| 7D | +1.1% | +4.0% | -2.9% | +0.1% |
| 30D | +11.5% | +4.5% | +7.0% | +10.1% |
| 3M | +12.0% | +2.3% | +9.8% | +11.1% |
| 6M | +43.8% | +12.5% | +31.3% | +38.5% |
| YTD | +20.1% | +40.2% | -20.1% | +9.1% |
| 1Y | +22.3% | +45.2% | -22.9% | +10.1% |
| 3Y | +43.3% | +171.8% | -128.5% | +9.8% |
| 5Y | +47.3% | +217.6% | -170.3% | +8.2% |
| 10Y | +313.7% | +285.3% | +28.4% | +176.1% |
| All | +4,411.7% | +4,319.4% | +92.2% | +1,709.9% |
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