+10,816.5%
ADP vs WY
+688.1%
+10,128.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -3.4% | -1.7% | -1.7% | -2.9% |
| 30D | +2.8% | -10.1% | +12.9% | +6.2% |
| 3M | +20.9% | -5.1% | +26.1% | +22.6% |
| 6M | +29.9% | -4.8% | +34.7% | +30.9% |
| YTD | +9.6% | -0.2% | +9.9% | +8.6% |
| 1Y | -5.3% | -6.6% | +1.4% | -4.4% |
| 3Y | +16.5% | -22.7% | +39.2% | +22.9% |
| 5Y | +49.4% | -22.2% | +71.6% | +55.7% |
| 10Y | +282.2% | +7.3% | +274.9% | +240.5% |
| All | +10,816.5% | +688.1% | +10,128.4% | +4,844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling