+1,026.8%
ADP vs WTW
+1,174.9%
-148.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.3% |
| 7D | -3.4% | -2.6% | -0.8% | -2.5% |
| 30D | +2.8% | -1.0% | +3.8% | +3.1% |
| 3M | +20.9% | +29.9% | -9.0% | +10.0% |
| 6M | +29.9% | +10.7% | +19.2% | +24.6% |
| YTD | +9.6% | +2.6% | +7.1% | +7.6% |
| 1Y | -5.3% | +2.8% | -8.0% | -7.2% |
| 3Y | +16.5% | +67.3% | -50.8% | -4.8% |
| 5Y | +49.4% | +56.6% | -7.2% | +24.3% |
| 10Y | +282.2% | +204.1% | +78.1% | +154.6% |
| All | +1,026.8% | +1,174.9% | -148.1% | +538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling