+313.7%
ADP vs WWD
+494.7%
-181.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.7% |
| 7D | +1.1% | +4.2% | -3.1% | -0.2% |
| 30D | +11.5% | -0.8% | +12.3% | +11.3% |
| 3M | +12.0% | -8.2% | +20.2% | +13.9% |
| 6M | +43.8% | -9.8% | +53.6% | +45.3% |
| YTD | +20.1% | +10.4% | +9.7% | +12.2% |
| 1Y | +22.3% | +25.5% | -3.2% | +9.2% |
| 3Y | +43.3% | +155.8% | -112.5% | -2.4% |
| 5Y | +47.3% | +187.3% | -140.0% | -6.0% |
| 10Y | +313.7% | +462.7% | -149.0% | +107.7% |
| All | +313.7% | +494.7% | -181.0% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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