+43.6%
ADP vs WCN
+48.9%
-5.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +3.2% | +2.6% | +0.6% | +1.9% |
| 30D | +12.8% | +25.3% | -12.6% | +1.3% |
| 3M | +12.3% | +15.2% | -2.9% | +5.0% |
| 6M | +45.4% | +26.4% | +19.0% | +30.5% |
| YTD | +21.4% | +9.9% | +11.5% | +15.8% |
| 1Y | +23.7% | +16.2% | +7.5% | +14.7% |
| 3Y | +43.6% | +49.4% | -5.8% | +24.7% |
| All | +43.6% | +48.9% | -5.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling