+47.9%
ADP vs WTW
+42.3%
+5.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -5.7% | -7.8% | +2.1% | -2.2% |
| 30D | -1.4% | -7.9% | +6.5% | +2.3% |
| 3M | +16.6% | +19.9% | -3.4% | +7.0% |
| 6M | +24.9% | +9.8% | +15.1% | +18.6% |
| YTD | +5.6% | -3.3% | +8.9% | +5.4% |
| 1Y | -6.0% | -3.3% | -2.7% | -6.4% |
| 3Y | +14.5% | +61.5% | -47.1% | -12.4% |
| 5Y | +47.9% | +42.6% | +5.3% | +15.2% |
| All | +47.9% | +42.3% | +5.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling