+45.8%
ADP vs WCN
+30.9%
+14.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.0% |
| 7D | -5.5% | -0.4% | -5.0% | -5.2% |
| 30D | -1.2% | -2.1% | +0.9% | -0.1% |
| 3M | +17.9% | +6.4% | +11.5% | +14.4% |
| 6M | +20.3% | -3.7% | +24.0% | +22.4% |
| YTD | +5.8% | -6.4% | +12.2% | +8.9% |
| 1Y | -7.7% | -7.9% | +0.2% | -4.2% |
| 3Y | +14.7% | +20.8% | -6.1% | +2.7% |
| 5Y | +45.8% | +29.0% | +16.8% | +23.4% |
| All | +45.8% | +30.9% | +14.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling