+4,430.9%
ADP vs WAB
+4,103.0%
+327.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 3M | +11.6% | -3.8% | +15.5% | +12.3% |
| 6M | +48.5% | +5.1% | +43.4% | +45.4% |
| YTD | +20.6% | +33.3% | -12.7% | +10.9% |
| 1Y | +23.7% | +39.8% | -16.1% | +12.4% |
| 3Y | +47.8% | +161.1% | -113.3% | +14.4% |
| 5Y | +47.7% | +209.5% | -161.7% | +9.1% |
| 10Y | +324.0% | +293.8% | +30.1% | +181.9% |
| All | +4,430.9% | +4,103.0% | +327.9% | +1,739.8% |
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 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