+43.6%
ADP vs WY
-24.3%
+67.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +12.8% | +8.0% | +4.7% | +10.9% |
| 3M | +12.3% | -17.7% | +30.0% | +16.4% |
| 6M | +45.4% | -10.8% | +56.2% | +47.9% |
| YTD | +21.4% | -10.6% | +32.0% | +22.5% |
| 1Y | +23.7% | -5.7% | +29.4% | +23.1% |
| 3Y | +43.6% | -24.8% | +68.4% | +47.9% |
| All | +43.6% | -24.3% | +67.9% | +47.9% |
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