+1,415.5%
ADP vs WPM
+5,535.3%
-4,119.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -0.8% |
| 7D | +1.1% | +20.8% | -19.7% | -0.3% |
| 30D | +11.5% | +3.8% | +7.7% | +11.1% |
| 3M | +12.0% | +7.4% | +4.6% | +11.2% |
| 6M | +43.8% | +4.0% | +39.8% | +42.6% |
| YTD | +20.1% | +23.0% | -3.0% | +16.8% |
| 1Y | +22.3% | +45.9% | -23.7% | +17.3% |
| 3Y | +43.3% | +242.9% | -199.7% | +27.3% |
| 5Y | +47.3% | +259.5% | -212.2% | +29.6% |
| 10Y | +313.7% | +577.7% | -264.0% | +238.5% |
| All | +1,415.5% | +5,535.3% | -4,119.8% | +875.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling