+653.4%
WDC vs ADP
+327.9%
+325.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.1% |
| 7D | -14.4% | +1.1% | -15.5% | -15.1% |
| 30D | -27.1% | +11.5% | -38.6% | -31.8% |
| 3M | -33.3% | +12.0% | -45.3% | -38.3% |
| 6M | -39.6% | +43.8% | -83.4% | -53.9% |
| YTD | +68.4% | +20.1% | +48.3% | +42.1% |
| 1Y | +78.2% | +22.3% | +55.9% | +47.8% |
| 3Y | +772.0% | +43.3% | +728.7% | +517.4% |
| 5Y | +584.9% | +47.3% | +537.6% | +362.4% |
| 10Y | +653.4% | +313.7% | +339.7% | +187.7% |
| All | +653.4% | +327.9% | +325.6% | +187.7% |
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 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