+298.2%
WBD vs ADP
+1,288.3%
-990.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.8% |
| 7D | -1.8% | -3.4% | +1.6% | +0.3% |
| 30D | +8.8% | +2.8% | +6.0% | +6.8% |
| 3M | +4.6% | +20.9% | -16.3% | -7.8% |
| 6M | +1.1% | +29.9% | -28.8% | -15.8% |
| YTD | -2.0% | +9.6% | -11.6% | -9.6% |
| 1Y | +140.0% | -5.3% | +145.3% | +142.2% |
| 3Y | +144.4% | +16.5% | +127.9% | +116.0% |
| 5Y | -0.2% | +49.4% | -49.6% | -24.8% |
| 10Y | +9.1% | +282.2% | -273.1% | -60.3% |
| All | +298.2% | +1,288.3% | -990.1% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling