+14.7%
ADP vs WY
-23.0%
+37.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.2% |
| 7D | -5.5% | -2.1% | -3.4% | -5.1% |
| 30D | -1.2% | -10.5% | +9.2% | +1.0% |
| 3M | +17.9% | -4.9% | +22.7% | +18.9% |
| 6M | +20.3% | -4.9% | +25.2% | +21.0% |
| YTD | +5.8% | -1.7% | +7.5% | +5.1% |
| 1Y | -7.7% | -9.4% | +1.7% | -6.5% |
| 3Y | +14.7% | -22.3% | +37.0% | +15.6% |
| All | +14.7% | -23.0% | +37.7% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling