+53.2%
ADP vs WAT
-3.2%
+56.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | +2.8% | +2.3% | +0.4% | +2.2% |
| 3M | +20.9% | +8.7% | +12.2% | +18.4% |
| 6M | +29.9% | +28.3% | +1.6% | +21.7% |
| YTD | +9.6% | +7.8% | +1.9% | +6.9% |
| 1Y | -5.3% | +36.6% | -41.9% | -13.3% |
| 3Y | +16.5% | +45.7% | -29.2% | -0.6% |
| All | +53.2% | -3.2% | +56.5% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling