+282.1%
WBD vs ADP
+957.2%
-675.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | -1.6% | +6.1% | -7.7% | -5.7% |
| 3M | -0.9% | -7.2% | +6.3% | +2.6% |
| 6M | +19.6% | -15.0% | +34.5% | +30.5% |
| YTD | -5.9% | -16.5% | +10.6% | +4.0% |
| 1Y | +200.9% | -28.9% | +229.8% | +266.1% |
| 3Y | +101.4% | +6.5% | +94.9% | +89.7% |
| 5Y | -27.8% | +21.6% | -49.4% | -37.6% |
| 10Y | -4.1% | +204.7% | -208.9% | -59.6% |
| All | +282.1% | +957.2% | -675.0% | -34.7% |
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