+317.2%
ADP vs WY
+3.3%
+313.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +0.3% | -5.4% | +5.7% | +2.4% |
| 30D | +11.6% | +7.9% | +3.8% | +8.3% |
| 3M | +15.1% | -16.6% | +31.7% | +23.1% |
| 6M | +46.0% | -11.2% | +57.2% | +51.6% |
| YTD | +22.4% | -11.3% | +33.7% | +26.0% |
| 1Y | +24.5% | -5.5% | +30.0% | +24.8% |
| 3Y | +44.8% | -25.4% | +70.2% | +55.9% |
| 5Y | +49.1% | -32.4% | +81.4% | +65.2% |
| All | +317.2% | +3.3% | +313.9% | +263.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling