+48.7%
ADP vs WST
+1.0%
+47.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.5% |
| 7D | +2.2% | +4.2% | -2.1% | +1.6% |
| 30D | +10.6% | +11.2% | -0.7% | +8.8% |
| 3M | +12.9% | +20.4% | -7.5% | +9.9% |
| 6M | +50.6% | +37.9% | +12.8% | +43.5% |
| YTD | +23.2% | +51.8% | -28.6% | +15.3% |
| 1Y | +25.3% | +56.6% | -31.4% | +16.6% |
| 3Y | +47.1% | +24.2% | +22.9% | +35.1% |
| All | +48.7% | +1.0% | +47.7% | +42.4% |
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