+313.7%
ADP vs WING
+742.9%
-429.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.4% | -8.8% | -1.6% |
| 7D | +1.1% | +8.6% | -7.5% | -0.1% |
| 30D | +11.5% | +44.8% | -33.2% | +5.7% |
| 3M | +12.0% | +51.9% | -39.9% | +4.9% |
| 6M | +43.8% | +37.2% | +6.6% | +35.9% |
| YTD | +20.1% | -25.3% | +45.4% | +22.4% |
| 1Y | +22.3% | -25.1% | +47.4% | +24.4% |
| 3Y | +43.3% | -12.9% | +56.2% | +35.3% |
| 5Y | +47.3% | +12.0% | +35.3% | +27.1% |
| 10Y | +313.7% | +716.5% | -402.8% | +157.5% |
| All | +313.7% | +742.9% | -429.2% | +157.5% |
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