+45.8%
ADP vs WSM
+189.5%
-143.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -5.5% | +2.6% | -8.0% | -5.8% |
| 30D | -1.2% | -9.5% | +8.3% | +0.1% |
| 3M | +17.9% | +12.9% | +5.0% | +15.7% |
| 6M | +20.3% | +23.0% | -2.7% | +16.4% |
| YTD | +5.8% | +28.9% | -23.1% | +1.6% |
| 1Y | -7.7% | +13.7% | -21.4% | -9.9% |
| 3Y | +14.7% | +232.6% | -217.9% | -12.5% |
| 5Y | +45.8% | +185.9% | -140.1% | +10.8% |
| All | +45.8% | +189.5% | -143.7% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling