+10,816.5%
ADP vs WSM
+34,755.7%
-23,939.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -3.4% | -3.3% | -0.2% | -3.0% |
| 30D | +2.8% | -8.4% | +11.2% | +4.0% |
| 3M | +20.9% | +9.7% | +11.3% | +19.1% |
| 6M | +29.9% | +16.7% | +13.2% | +26.5% |
| YTD | +9.6% | +28.7% | -19.0% | +5.2% |
| 1Y | -5.3% | +13.7% | -18.9% | -7.7% |
| 3Y | +16.5% | +230.1% | -213.6% | -5.8% |
| 5Y | +49.4% | +179.0% | -129.6% | +21.2% |
| 10Y | +282.2% | +1,002.5% | -720.3% | +144.5% |
| All | +10,816.5% | +34,755.7% | -23,939.2% | +4,062.8% |
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 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