+319.9%
ADP vs WEC
+197.9%
+122.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.2% |
| 7D | +2.2% | +2.3% | -0.2% | +1.1% |
| 30D | +10.6% | +11.1% | -0.5% | +5.5% |
| 3M | +12.9% | +8.4% | +4.5% | +8.8% |
| 6M | +50.6% | +7.5% | +43.1% | +45.3% |
| YTD | +23.2% | +15.3% | +7.8% | +14.4% |
| 1Y | +25.3% | +9.7% | +15.5% | +19.0% |
| 3Y | +47.1% | +64.7% | -17.5% | +14.1% |
| 5Y | +50.1% | +57.3% | -7.2% | +17.6% |
| All | +319.9% | +197.9% | +122.0% | +155.9% |
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 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