+12.0%
WBD vs ADP
+282.5%
-270.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -0.6% | -5.7% | +5.1% | +2.3% |
| 30D | +4.2% | -1.4% | +5.6% | +4.7% |
| 3M | +7.5% | +16.6% | -9.0% | -1.3% |
| 6M | +1.6% | +24.9% | -23.4% | -10.8% |
| YTD | -2.2% | +5.6% | -7.7% | -6.4% |
| 1Y | +124.9% | -6.0% | +130.9% | +129.1% |
| 3Y | +149.1% | +14.5% | +134.7% | +128.6% |
| 5Y | +7.8% | +47.9% | -40.0% | -12.6% |
| All | +12.0% | +282.5% | -270.5% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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