+14.1%
ADP vs WSM
+232.0%
-217.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -5.7% | +2.6% | -8.3% | -5.8% |
| 30D | -3.1% | -9.3% | +6.2% | -2.5% |
| 3M | +15.6% | +7.1% | +8.5% | +15.0% |
| 6M | +20.8% | +21.7% | -0.9% | +19.1% |
| YTD | +4.7% | +28.7% | -24.0% | +2.9% |
| 1Y | -8.3% | +13.9% | -22.2% | -9.3% |
| All | +14.1% | +232.0% | -217.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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