+283.4%
WBD vs ADP
+961.2%
-677.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.8% |
| 7D | -0.1% | +1.5% | -1.6% | -1.1% |
| 30D | -0.9% | +13.3% | -14.1% | -8.8% |
| 3M | -3.2% | +2.7% | -5.9% | -5.9% |
| 6M | +22.6% | -14.8% | +37.3% | +33.5% |
| YTD | -5.6% | -16.2% | +10.6% | +4.0% |
| 1Y | +194.7% | -29.2% | +223.8% | +259.4% |
| 3Y | +117.4% | +7.6% | +109.8% | +103.3% |
| 5Y | -23.9% | +25.6% | -49.5% | -35.6% |
| 10Y | -3.3% | +207.0% | -210.3% | -59.5% |
| All | +283.4% | +961.2% | -677.8% | -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