+1,237.9%
ADP vs WU
-19.5%
+1,257.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.7% |
| 7D | +3.2% | +11.0% | -7.9% | -0.6% |
| 30D | +12.8% | +13.4% | -0.6% | +7.8% |
| 3M | +12.3% | +2.2% | +10.1% | +11.2% |
| 6M | +45.4% | -18.2% | +63.6% | +53.6% |
| YTD | +21.4% | -18.3% | +39.7% | +27.9% |
| 1Y | +23.7% | -12.2% | +35.9% | +26.8% |
| 3Y | +43.6% | -20.8% | +64.4% | +48.7% |
| 5Y | +48.7% | -42.6% | +91.3% | +69.1% |
| 10Y | +316.1% | -35.5% | +351.6% | +342.5% |
| All | +1,237.9% | -19.5% | +1,257.4% | +1,089.9% |
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