+48.7%
ADP vs WING
+0.4%
+48.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | -2.5% | +4.7% | +2.4% |
| 30D | +10.6% | +29.5% | -19.0% | +6.9% |
| 3M | +12.9% | +40.2% | -27.3% | +7.7% |
| 6M | +50.6% | +32.7% | +17.9% | +43.9% |
| YTD | +23.2% | -32.8% | +56.0% | +27.1% |
| 1Y | +25.3% | -31.7% | +57.0% | +28.8% |
| 3Y | +47.1% | -24.7% | +71.8% | +40.1% |
| All | +48.7% | +0.4% | +48.3% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling