+53.2%
ADP vs WCC
+216.1%
-162.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.5% |
| 7D | -3.4% | +4.5% | -7.9% | -3.9% |
| 30D | +2.8% | -5.8% | +8.6% | +3.4% |
| 3M | +20.9% | -3.7% | +24.6% | +20.9% |
| 6M | +29.9% | +23.1% | +6.8% | +24.2% |
| YTD | +9.6% | +44.2% | -34.5% | +1.9% |
| 1Y | -5.3% | +62.1% | -67.4% | -14.2% |
| 3Y | +16.5% | +121.1% | -104.6% | -4.9% |
| All | +53.2% | +216.1% | -162.9% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling