+313.7%
ADP vs WCC
+492.1%
-178.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.6% | -1.8% |
| 7D | +1.1% | -5.7% | +6.8% | +1.8% |
| 30D | +11.5% | -13.5% | +25.0% | +13.6% |
| 3M | +12.0% | -12.9% | +24.9% | +13.5% |
| 6M | +43.8% | -10.7% | +54.5% | +43.5% |
| YTD | +20.1% | +30.0% | -9.9% | +9.4% |
| 1Y | +22.3% | +24.7% | -2.4% | +12.2% |
| 3Y | +43.3% | +136.6% | -93.3% | +7.4% |
| 5Y | +47.3% | +143.9% | -96.6% | +4.5% |
| 10Y | +313.7% | +465.9% | -152.2% | +105.2% |
| All | +313.7% | +492.1% | -178.4% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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