+279.0%
ADP vs WU
-40.9%
+319.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -5.7% | -4.9% | -0.7% | -4.0% |
| 30D | -3.1% | -1.3% | -1.8% | -2.7% |
| 3M | +15.6% | -3.6% | +19.2% | +15.4% |
| 6M | +20.8% | -24.3% | +45.1% | +31.4% |
| YTD | +4.7% | -21.1% | +25.8% | +12.1% |
| 1Y | -8.3% | -10.3% | +2.0% | -7.1% |
| 3Y | +13.6% | -28.4% | +41.9% | +22.0% |
| 5Y | +45.0% | -51.2% | +96.2% | +79.8% |
| 10Y | +279.0% | -39.6% | +318.6% | +304.5% |
| All | +279.0% | -40.9% | +319.9% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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