+20.5%
ADP vs WAT
+32.9%
-12.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.5% |
| 7D | +6.4% | -1.9% | +8.3% | +6.5% |
| 30D | +16.6% | +6.2% | +10.4% | +16.0% |
| 3M | +12.9% | +18.1% | -5.2% | +11.3% |
| 6M | +45.7% | +54.9% | -9.2% | +39.8% |
| YTD | +20.6% | +23.1% | -2.5% | +20.6% |
| 1Y | +20.5% | +27.3% | -6.8% | +18.5% |
| All | +20.5% | +32.9% | -12.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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