+3,483.8%
ADP vs WAT
+12,102.7%
-8,618.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +3.2% | -1.1% | +4.3% | +3.4% |
| 30D | +14.9% | +5.0% | +9.9% | +13.6% |
| 3M | +11.6% | +14.5% | -2.9% | +8.2% |
| 6M | +48.5% | +30.9% | +17.5% | +39.4% |
| YTD | +20.6% | +20.5% | +0.1% | +14.3% |
| 1Y | +23.7% | +23.3% | +0.4% | +16.7% |
| 3Y | +47.8% | +81.5% | -33.7% | +24.9% |
| 5Y | +47.7% | +33.4% | +14.3% | +32.2% |
| 10Y | +324.0% | +231.5% | +92.5% | +214.4% |
| All | +3,483.8% | +12,102.7% | -8,618.9% | +1,363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling