+49.9%
ADP vs WST
+1.5%
+48.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | +1.1% | -0.1% | +0.7% |
| 30D | +11.9% | +12.4% | -0.5% | +10.0% |
| 3M | +13.7% | +17.6% | -3.8% | +11.0% |
| 6M | +46.8% | +28.3% | +18.5% | +41.2% |
| YTD | +21.8% | +50.5% | -28.7% | +14.1% |
| 1Y | +23.5% | +49.4% | -25.9% | +15.8% |
| 3Y | +44.1% | +21.9% | +22.2% | +32.8% |
| 5Y | +49.9% | +0.4% | +49.5% | +43.5% |
| All | +49.9% | +1.5% | +48.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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