+682.0%
WDC vs ADP
+319.4%
+362.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +16.3% | +0.3% | +16.0% | +16.1% |
| 30D | -18.3% | +11.6% | -29.9% | -23.6% |
| 3M | -31.4% | +15.1% | -46.5% | -37.4% |
| 6M | -36.3% | +46.0% | -82.3% | -51.7% |
| YTD | +80.8% | +22.4% | +58.5% | +51.2% |
| 1Y | +87.7% | +24.5% | +63.2% | +54.5% |
| 3Y | +819.4% | +44.8% | +774.6% | +549.1% |
| 5Y | +583.2% | +49.1% | +534.1% | +359.6% |
| All | +682.0% | +319.4% | +362.5% | +184.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling