+10,816.5%
ADP vs WST
+12,330.1%
-1,513.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.4% | +0.7% | -4.2% | -3.6% |
| 30D | +2.8% | -3.1% | +5.9% | +3.5% |
| 3M | +20.9% | +7.2% | +13.7% | +18.6% |
| 6M | +29.9% | +36.8% | -6.9% | +19.4% |
| YTD | +9.6% | +23.8% | -14.2% | +3.0% |
| 1Y | -5.3% | +37.8% | -43.0% | -13.7% |
| 3Y | +16.5% | -15.9% | +32.4% | +12.6% |
| 5Y | +49.4% | -25.8% | +75.2% | +45.7% |
| 10Y | +282.2% | +319.6% | -37.4% | +125.6% |
| All | +10,816.5% | +12,330.1% | -1,513.6% | +2,821.2% |
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