+17.8%
ADP vs WM
+46.1%
-28.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | +2.8% | -2.4% | +5.2% | +3.8% |
| 3M | +20.9% | +0.4% | +20.5% | +21.0% |
| 6M | +29.9% | -9.5% | +39.4% | +34.8% |
| YTD | +9.6% | +0.5% | +9.1% | +9.5% |
| 1Y | -5.3% | -1.1% | -4.2% | -5.1% |
| All | +17.8% | +46.1% | -28.3% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling