+51.0%
ADP vs WEC
+54.4%
-3.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +7.4% | +3.2% | +4.1% | +6.1% |
| 30D | +17.1% | +14.7% | +2.4% | +11.4% |
| 3M | +14.4% | +10.2% | +4.2% | +10.3% |
| 6M | +47.9% | +4.5% | +43.4% | +45.2% |
| YTD | +22.1% | +15.1% | +7.0% | +14.7% |
| 1Y | +21.8% | +9.4% | +12.4% | +16.8% |
| 3Y | +50.5% | +56.9% | -6.4% | +23.3% |
| All | +51.0% | +54.4% | -3.5% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling