+270.5%
ADP vs WING
+341.7%
-71.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -5.5% | -0.1% | -5.3% | -5.5% |
| 30D | -1.2% | -6.0% | +4.8% | -0.6% |
| 3M | +17.9% | -23.5% | +41.3% | +21.6% |
| 6M | +20.3% | -52.0% | +72.3% | +32.1% |
| YTD | +5.8% | -53.8% | +59.6% | +16.1% |
| 1Y | -7.7% | -63.8% | +56.1% | +4.4% |
| 3Y | +14.7% | -30.8% | +45.5% | +11.1% |
| 5Y | +45.8% | -34.3% | +80.1% | +35.9% |
| 10Y | +270.5% | +352.4% | -81.9% | +142.5% |
| All | +270.5% | +341.7% | -71.2% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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