+278.9%
ADP vs WTW
+198.0%
+80.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -5.7% | +3.0% | +0.1% |
| 30D | +0.2% | -7.3% | +7.5% | +4.0% |
| 3M | +20.5% | +21.5% | -1.0% | +9.2% |
| 6M | +28.8% | +9.6% | +19.1% | +22.0% |
| YTD | +6.6% | -3.3% | +9.9% | +6.6% |
| 1Y | -6.9% | -6.1% | -0.8% | -5.6% |
| 3Y | +16.1% | +61.8% | -45.7% | -12.4% |
| 5Y | +49.3% | +42.7% | +6.7% | +18.5% |
| All | +278.9% | +198.0% | +80.9% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling