+2,059.7%
ADP vs WCN
+8,078.4%
-6,018.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +0.3% | +1.2% | -0.9% | -0.1% |
| 30D | +11.6% | +26.4% | -14.8% | +4.8% |
| 3M | +15.1% | +17.5% | -2.5% | +10.1% |
| 6M | +46.0% | +28.7% | +17.3% | +36.5% |
| YTD | +22.4% | +11.5% | +10.9% | +18.5% |
| 1Y | +24.5% | +15.9% | +8.6% | +19.3% |
| 3Y | +44.8% | +51.6% | -6.8% | +29.4% |
| 5Y | +49.1% | +47.9% | +1.1% | +33.8% |
| 10Y | +320.9% | +322.5% | -1.6% | +202.4% |
| All | +2,059.7% | +8,078.4% | -6,018.7% | +874.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling