+148.4%
WBD vs ADP
+13.9%
+134.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +1.1% |
| 7D | -0.7% | -5.5% | +4.8% | +1.7% |
| 30D | +5.0% | -1.2% | +6.2% | +5.4% |
| 3M | +6.2% | +17.9% | -11.6% | -2.4% |
| 6M | +0.6% | +20.3% | -19.7% | -8.5% |
| YTD | -2.4% | +5.8% | -8.3% | -3.1% |
| 1Y | +127.7% | -7.7% | +135.4% | +151.4% |
| 3Y | +148.4% | +14.7% | +133.7% | +132.6% |
| All | +148.4% | +13.9% | +134.6% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling