+270.5%
ADP vs WEC
+143.0%
+127.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.9% |
| 7D | -5.5% | +0.8% | -6.3% | -5.8% |
| 30D | -1.2% | +0.3% | -1.6% | -1.5% |
| 3M | +17.9% | -2.9% | +20.8% | +19.2% |
| 6M | +20.3% | -5.9% | +26.2% | +23.0% |
| YTD | +5.8% | +4.1% | +1.7% | +2.9% |
| 1Y | -7.7% | +3.1% | -10.8% | -10.0% |
| 3Y | +14.7% | +40.8% | -26.0% | -4.4% |
| 5Y | +45.8% | +31.7% | +14.1% | +24.3% |
| 10Y | +270.5% | +141.1% | +129.4% | +146.9% |
| All | +270.5% | +143.0% | +127.5% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WEC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling