+18.5%
ADP vs WWD
+170.0%
-151.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.1% |
| 7D | -3.4% | +1.3% | -4.7% | -3.5% |
| 30D | +2.8% | -7.2% | +10.0% | +3.1% |
| 3M | +20.9% | -3.8% | +24.8% | +20.4% |
| 6M | +29.9% | -9.9% | +39.8% | +30.0% |
| YTD | +9.6% | +14.8% | -5.2% | +5.6% |
| 1Y | -5.3% | +42.1% | -47.3% | -12.7% |
| All | +18.5% | +170.0% | -151.5% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling