+317.2%
ADP vs WAT
+223.8%
+93.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.1% |
| 7D | +0.3% | +2.0% | -1.8% | -0.5% |
| 30D | +11.6% | +7.7% | +3.9% | +8.6% |
| 3M | +15.1% | +11.1% | +4.0% | +10.6% |
| 6M | +46.0% | +31.2% | +14.8% | +32.0% |
| YTD | +22.4% | +21.7% | +0.7% | +12.2% |
| 1Y | +24.5% | +19.3% | +5.2% | +14.8% |
| 3Y | +44.8% | +80.6% | -35.8% | +5.9% |
| 5Y | +49.1% | +29.5% | +19.6% | +23.7% |
| All | +317.2% | +223.8% | +93.4% | +143.8% |
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