+47.1%
ADP vs WING
-23.6%
+70.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | +2.2% | -2.7% | +4.9% | +2.3% |
| 30D | +10.6% | +29.3% | -18.7% | +8.2% |
| 3M | +12.9% | +39.9% | -27.0% | +9.6% |
| 6M | +50.6% | +32.4% | +18.2% | +46.5% |
| YTD | +23.2% | -32.9% | +56.1% | +26.0% |
| 1Y | +25.3% | -31.9% | +57.1% | +27.8% |
| 3Y | +47.1% | -24.9% | +72.0% | +41.2% |
| All | +47.1% | -23.6% | +70.7% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling