+12,023.7%
ADP vs WEC
+4,422.3%
+7,601.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.9% | -0.5% | +1.5% | +1.1% |
| 30D | +11.9% | +12.0% | -0.1% | +7.0% |
| 3M | +13.7% | +11.1% | +2.7% | +9.0% |
| 6M | +46.8% | +6.0% | +40.8% | +43.0% |
| YTD | +21.8% | +14.3% | +7.5% | +14.7% |
| 1Y | +23.5% | +8.0% | +15.5% | +18.9% |
| 3Y | +44.1% | +62.8% | -18.8% | +16.8% |
| 5Y | +49.9% | +55.3% | -5.4% | +22.9% |
| 10Y | +318.8% | +193.2% | +125.6% | +165.7% |
| All | +12,023.7% | +4,422.3% | +7,601.4% | +3,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling