+20.5%
ADP vs WM
+21.9%
-1.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.6% |
| 7D | +6.4% | +5.9% | +0.4% | +3.0% |
| 30D | +16.6% | +15.4% | +1.2% | +8.1% |
| 3M | +12.9% | +6.3% | +6.5% | +9.2% |
| 6M | +45.7% | +5.6% | +40.1% | +41.5% |
| YTD | +20.6% | +9.9% | +10.7% | +14.8% |
| 1Y | +20.5% | +20.8% | -0.3% | +10.5% |
| All | +20.5% | +21.9% | -1.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling