+272.2%
ADP vs WY
+10.1%
+262.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -5.7% | -1.7% | -4.0% | -5.0% |
| 30D | -3.1% | -9.9% | +6.8% | +0.8% |
| 3M | +15.6% | -7.5% | +23.1% | +18.7% |
| 6M | +20.8% | -5.1% | +25.9% | +22.1% |
| YTD | +4.7% | -2.1% | +6.8% | +4.1% |
| 1Y | -8.3% | -7.3% | -0.9% | -7.0% |
| 3Y | +13.6% | -22.6% | +36.2% | +21.0% |
| 5Y | +45.0% | -19.8% | +64.8% | +49.8% |
| All | +272.2% | +10.1% | +262.1% | +214.8% |
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