+1,432.5%
ADP vs WPM
+5,248.7%
-3,816.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.1% | +6.2% | +1.5% |
| 7D | +3.2% | +16.4% | -13.2% | +2.0% |
| 30D | +12.8% | -1.5% | +14.2% | +12.7% |
| 3M | +12.3% | +2.6% | +9.8% | +11.8% |
| 6M | +45.4% | -1.3% | +46.7% | +44.7% |
| YTD | +21.4% | +16.8% | +4.6% | +18.5% |
| 1Y | +23.7% | +34.1% | -10.4% | +19.4% |
| 3Y | +43.6% | +225.1% | -181.5% | +28.1% |
| 5Y | +48.7% | +234.5% | -185.8% | +31.4% |
| 10Y | +316.1% | +674.1% | -358.0% | +237.1% |
| All | +1,432.5% | +5,248.7% | -3,816.2% | +889.7% |
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