+11,904.6%
ADP vs WEC
+4,360.7%
+7,543.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.4% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +14.9% | +12.3% | +2.6% | +9.8% |
| 3M | +11.6% | +8.3% | +3.4% | +8.1% |
| 6M | +48.5% | +3.5% | +45.0% | +46.1% |
| YTD | +20.6% | +12.7% | +7.9% | +14.2% |
| 1Y | +23.7% | +8.2% | +15.5% | +19.0% |
| 3Y | +47.8% | +55.9% | -8.1% | +21.9% |
| 5Y | +47.7% | +51.2% | -3.5% | +22.4% |
| 10Y | +324.0% | +177.6% | +146.3% | +174.4% |
| All | +11,904.6% | +4,360.7% | +7,543.9% | +3,042.5% |
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