+66.6%
WDC vs ADP
+22.7%
+43.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +9.4% |
| 7D | -14.4% | +1.1% | -15.5% | -13.0% |
| 30D | -27.1% | +11.5% | -38.6% | -17.1% |
| 3M | -33.3% | +12.0% | -45.3% | -23.4% |
| 6M | -39.6% | +43.8% | -83.4% | -13.2% |
| YTD | +68.4% | +20.1% | +48.3% | +106.8% |
| All | +66.6% | +22.7% | +43.9% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling