+12,023.7%
ADP vs WSM
+40,190.9%
-28,167.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.9% | -3.0% | +3.9% | +1.3% |
| 30D | +11.9% | +10.1% | +1.8% | +10.3% |
| 3M | +13.7% | +4.9% | +8.8% | +12.8% |
| 6M | +46.8% | +49.8% | -3.0% | +38.1% |
| YTD | +21.8% | +48.7% | -27.0% | +14.3% |
| 1Y | +23.5% | +38.7% | -15.2% | +17.1% |
| 3Y | +44.1% | +269.5% | -225.5% | +14.8% |
| 5Y | +49.9% | +179.0% | -129.1% | +21.7% |
| 10Y | +318.8% | +1,162.3% | -843.5% | +162.7% |
| All | +12,023.7% | +40,190.9% | -28,167.2% | +4,426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling