+47.8%
ADP vs WPM
+212.7%
-164.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.2% |
| 7D | +3.2% | +16.9% | -13.7% | +3.7% |
| 30D | +14.9% | +2.0% | +12.9% | +14.9% |
| 3M | +11.6% | +8.9% | +2.7% | +12.1% |
| 6M | +48.5% | +1.6% | +46.9% | +49.4% |
| YTD | +20.6% | +16.5% | +4.1% | +19.9% |
| 1Y | +23.7% | +42.2% | -18.5% | +21.5% |
| 3Y | +47.8% | +213.3% | -165.5% | +40.2% |
| All | +47.8% | +212.7% | -164.9% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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