+1,108.3%
ADP vs WU
-19.6%
+1,127.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | +2.8% | -1.1% | +3.9% | +3.1% |
| 3M | +20.9% | -3.9% | +24.8% | +20.9% |
| 6M | +29.9% | -20.7% | +50.5% | +38.7% |
| YTD | +9.6% | -18.4% | +28.0% | +15.8% |
| 1Y | -5.3% | -8.1% | +2.8% | -4.9% |
| 3Y | +16.5% | -24.2% | +40.6% | +22.4% |
| 5Y | +49.4% | -50.4% | +99.8% | +79.4% |
| 10Y | +282.2% | -40.0% | +322.2% | +317.6% |
| All | +1,108.3% | -19.6% | +1,127.9% | +977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling