+11,904.6%
ADP vs WST
+14,518.0%
-2,613.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.7% |
| 7D | +3.2% | -3.1% | +6.3% | +4.0% |
| 30D | +14.9% | +9.1% | +5.8% | +12.4% |
| 3M | +11.6% | +14.7% | -3.1% | +7.8% |
| 6M | +48.5% | +28.0% | +20.5% | +39.2% |
| YTD | +20.6% | +45.6% | -25.1% | +8.8% |
| 1Y | +23.7% | +45.7% | -22.0% | +11.5% |
| 3Y | +47.8% | +21.1% | +26.7% | +29.7% |
| 5Y | +47.7% | +0.3% | +47.4% | +33.2% |
| 10Y | +324.0% | +449.0% | -125.1% | +134.1% |
| All | +11,904.6% | +14,518.0% | -2,613.4% | +2,983.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling