+313.7%
ADP vs WEC
+178.6%
+135.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +11.5% | +12.9% | -1.4% | +5.6% |
| 3M | +12.0% | +9.8% | +2.2% | +7.3% |
| 6M | +43.8% | +6.7% | +37.1% | +39.2% |
| YTD | +20.1% | +14.0% | +6.1% | +12.1% |
| 1Y | +22.3% | +7.3% | +15.0% | +17.4% |
| 3Y | +43.3% | +63.8% | -20.5% | +11.4% |
| 5Y | +47.3% | +54.8% | -7.4% | +16.4% |
| 10Y | +313.7% | +185.7% | +128.0% | +156.4% |
| All | +313.7% | +178.6% | +135.1% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling