+318.8%
ADP vs WM
+332.5%
-13.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.5% |
| 7D | +0.9% | +0.8% | +0.2% | +0.4% |
| 30D | +11.9% | +13.8% | -1.9% | +2.6% |
| 3M | +13.7% | +6.4% | +7.3% | +9.0% |
| 6M | +46.8% | +13.2% | +33.6% | +35.0% |
| YTD | +21.8% | +10.8% | +11.0% | +13.0% |
| 1Y | +23.5% | +20.2% | +3.3% | +8.3% |
| 3Y | +44.1% | +46.5% | -2.4% | +7.5% |
| 5Y | +49.9% | +61.3% | -11.4% | +1.9% |
| 10Y | +318.8% | +324.8% | -6.0% | +49.5% |
| All | +318.8% | +332.5% | -13.7% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling