+284.5%
ADP vs WM
+306.5%
-22.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.3% |
| 7D | -3.4% | -0.3% | -3.1% | -3.2% |
| 30D | +2.8% | -2.4% | +5.2% | +4.4% |
| 3M | +20.9% | +0.4% | +20.5% | +20.5% |
| 6M | +29.9% | -9.5% | +39.4% | +38.3% |
| YTD | +9.6% | +0.5% | +9.1% | +8.6% |
| 1Y | -5.3% | -1.1% | -4.2% | -5.4% |
| 3Y | +16.5% | +46.0% | -29.6% | -13.9% |
| 5Y | +49.4% | +51.8% | -2.4% | +5.3% |
| All | +284.5% | +306.5% | -22.1% | +45.4% |
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