+124.9%
WBD vs ADP
-7.7%
+132.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | -0.6% | -5.7% | +5.1% | 0.0% |
| 30D | +4.2% | -1.4% | +5.6% | +4.3% |
| 3M | +7.5% | +16.6% | -9.0% | +5.8% |
| 6M | +1.6% | +24.9% | -23.4% | -0.3% |
| YTD | -2.2% | +5.6% | -7.7% | +4.2% |
| 1Y | +124.9% | -6.0% | +130.9% | +189.5% |
| All | +124.9% | -7.7% | +132.6% | +189.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling