+11,912.1%
ADP vs WM
+28,817.6%
-16,905.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | +6.4% | +5.9% | +0.4% | +5.1% |
| 30D | +16.6% | +15.4% | +1.2% | +13.4% |
| 3M | +12.9% | +6.3% | +6.5% | +11.5% |
| 6M | +45.7% | +5.6% | +40.1% | +44.2% |
| YTD | +20.6% | +9.9% | +10.7% | +18.4% |
| 1Y | +20.5% | +20.8% | -0.3% | +16.0% |
| 3Y | +48.7% | +48.5% | +0.2% | +37.4% |
| 5Y | +50.0% | +60.6% | -10.5% | +36.4% |
| 10Y | +324.2% | +349.8% | -25.6% | +227.8% |
| All | +11,912.1% | +28,817.6% | -16,905.5% | +7,640.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling