+275.2%
ADP vs WY
+7.2%
+268.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.8% |
| 7D | -5.7% | -3.7% | -2.0% | -4.4% |
| 30D | -1.4% | -11.3% | +9.9% | +3.2% |
| 3M | +16.6% | -8.1% | +24.7% | +20.0% |
| 6M | +24.9% | -7.4% | +32.4% | +27.5% |
| YTD | +5.6% | -4.7% | +10.3% | +6.0% |
| 1Y | -6.0% | -9.2% | +3.2% | -4.0% |
| 3Y | +14.5% | -24.7% | +39.2% | +23.2% |
| 5Y | +47.9% | -21.6% | +69.4% | +54.0% |
| All | +275.2% | +7.2% | +268.0% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling