+270.5%
ADP vs WCC
+509.2%
-238.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.9% |
| 7D | -5.5% | +8.5% | -14.0% | -6.9% |
| 30D | -1.2% | -1.0% | -0.3% | -1.3% |
| 3M | +17.9% | +2.1% | +15.7% | +16.2% |
| 6M | +20.3% | +36.8% | -16.5% | +10.5% |
| YTD | +5.8% | +47.7% | -41.9% | -4.8% |
| 1Y | -7.7% | +66.5% | -74.2% | -19.7% |
| 3Y | +14.7% | +134.2% | -119.4% | -12.2% |
| 5Y | +45.8% | +231.6% | -185.9% | -2.6% |
| 10Y | +270.5% | +508.1% | -237.6% | +80.2% |
| All | +270.5% | +509.2% | -238.7% | +80.2% |
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