+12,085.4%
ADP vs WSM
+38,390.7%
-26,305.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.1% |
| 7D | +0.3% | -3.2% | +3.4% | +0.7% |
| 30D | +11.6% | +4.6% | +7.0% | +10.8% |
| 3M | +15.1% | +2.4% | +12.6% | +14.5% |
| 6M | +46.0% | +43.7% | +2.4% | +38.2% |
| YTD | +22.4% | +42.1% | -19.7% | +15.6% |
| 1Y | +24.5% | +32.3% | -7.8% | +18.7% |
| 3Y | +44.8% | +253.0% | -208.2% | +16.1% |
| 5Y | +49.1% | +161.3% | -112.2% | +22.1% |
| 10Y | +320.9% | +1,105.9% | -785.0% | +165.7% |
| All | +12,085.4% | +38,390.7% | -26,305.3% | +4,477.7% |
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