+364.4%
ADP vs WING
+656.3%
-291.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.0% |
| 7D | +3.2% | +9.0% | -5.8% | +2.0% |
| 30D | +14.9% | +39.9% | -25.0% | +9.4% |
| 3M | +11.6% | +40.4% | -28.8% | +5.7% |
| 6M | +48.5% | +12.9% | +35.6% | +44.0% |
| YTD | +20.6% | -31.1% | +51.6% | +24.4% |
| 1Y | +23.7% | -32.7% | +56.4% | +27.7% |
| 3Y | +47.8% | -19.8% | +67.6% | +41.5% |
| 5Y | +47.7% | +4.0% | +43.7% | +29.5% |
| 10Y | +324.0% | +684.4% | -360.5% | +155.1% |
| All | +364.4% | +656.3% | -291.9% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling