+279.0%
ADP vs WCN
+235.4%
+43.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.3% |
| 7D | -5.7% | -1.7% | -3.9% | -4.6% |
| 30D | -3.1% | -3.0% | -0.1% | -1.1% |
| 3M | +15.6% | +2.5% | +13.1% | +13.7% |
| 6M | +20.8% | -5.7% | +26.5% | +24.9% |
| YTD | +4.7% | -7.4% | +12.2% | +9.2% |
| 1Y | -8.3% | -8.6% | +0.3% | -3.6% |
| 3Y | +13.6% | +19.4% | -5.8% | -3.0% |
| 5Y | +45.0% | +27.2% | +17.8% | +15.9% |
| 10Y | +279.0% | +238.5% | +40.5% | +73.7% |
| All | +279.0% | +235.4% | +43.6% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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