+1,281.8%
ADP vs WCC
+1,713.7%
-431.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.7% |
| 7D | -3.4% | +4.5% | -7.9% | -4.2% |
| 30D | +2.8% | -5.8% | +8.6% | +3.6% |
| 3M | +20.9% | -3.7% | +24.6% | +20.6% |
| 6M | +29.9% | +23.1% | +6.8% | +22.9% |
| YTD | +9.6% | +44.2% | -34.5% | +0.5% |
| 1Y | -5.3% | +62.1% | -67.4% | -15.4% |
| 3Y | +16.5% | +121.1% | -104.6% | -5.4% |
| 5Y | +49.4% | +214.0% | -164.6% | +10.4% |
| 10Y | +282.2% | +472.8% | -190.6% | +133.8% |
| All | +1,281.8% | +1,713.7% | -431.9% | +464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling