+53.2%
ADP vs WU
-50.7%
+103.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | +2.8% | -1.1% | +3.9% | +3.0% |
| 3M | +20.9% | -3.9% | +24.8% | +21.1% |
| 6M | +29.9% | -20.7% | +50.5% | +36.1% |
| YTD | +9.6% | -18.4% | +28.0% | +14.1% |
| 1Y | -5.3% | -8.1% | +2.8% | -4.7% |
| 3Y | +16.5% | -24.2% | +40.6% | +21.0% |
| All | +53.2% | -50.7% | +103.9% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling