+48.7%
ADP vs WAT
+28.6%
+20.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +10.6% | +5.4% | +5.1% | +9.1% |
| 3M | +12.9% | +11.3% | +1.6% | +10.0% |
| 6M | +50.6% | +37.4% | +13.2% | +39.4% |
| YTD | +23.2% | +21.2% | +2.0% | +16.8% |
| 1Y | +25.3% | +21.3% | +3.9% | +18.6% |
| 3Y | +47.1% | +83.4% | -36.3% | +16.4% |
| All | +48.7% | +28.6% | +20.1% | +31.5% |
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 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