+318.8%
ADP vs WAT
+230.7%
+88.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +11.9% | +9.0% | +2.9% | +8.5% |
| 3M | +13.7% | +13.5% | +0.3% | +8.6% |
| 6M | +46.8% | +35.3% | +11.5% | +31.3% |
| YTD | +21.8% | +24.0% | -2.2% | +11.0% |
| 1Y | +23.5% | +22.0% | +1.6% | +13.2% |
| 3Y | +44.1% | +84.0% | -39.9% | +4.7% |
| 5Y | +49.9% | +34.4% | +15.5% | +22.5% |
| 10Y | +318.8% | +231.4% | +87.4% | +144.0% |
| All | +318.8% | +230.7% | +88.1% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling