+281.8%
ADP vs WAT
+161.1%
+120.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.0% |
| 30D | +2.8% | +2.3% | +0.4% | +1.9% |
| 3M | +20.9% | +8.7% | +12.2% | +17.2% |
| 6M | +29.9% | +28.3% | +1.6% | +17.7% |
| YTD | +9.6% | +7.8% | +1.9% | +5.1% |
| 1Y | -5.3% | +36.6% | -41.9% | -17.1% |
| 3Y | +16.5% | +45.7% | -29.2% | -6.9% |
| 5Y | +49.4% | -3.3% | +52.7% | +40.7% |
| All | +281.8% | +161.1% | +120.7% | +133.5% |
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 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