+14.1%
ADP vs WTW
+60.9%
-46.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | +0.4% |
| 7D | -5.7% | -7.1% | +1.4% | -2.9% |
| 30D | -3.1% | -8.5% | +5.4% | +0.3% |
| 3M | +15.6% | +20.6% | -5.0% | +7.3% |
| 6M | +20.8% | +7.2% | +13.6% | +16.3% |
| YTD | +4.7% | -3.9% | +8.6% | +4.1% |
| 1Y | -8.3% | -3.6% | -4.7% | -9.1% |
| All | +14.1% | +60.9% | -46.8% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling