+770.0%
WDC vs ADP
+46.4%
+723.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -4.7% |
| 7D | +12.1% | +2.2% | +9.9% | +13.4% |
| 30D | -18.8% | +10.6% | -29.4% | -14.0% |
| 3M | -39.3% | +12.9% | -52.2% | -34.8% |
| 6M | -40.1% | +50.6% | -90.8% | -30.4% |
| YTD | +71.8% | +23.2% | +48.6% | +101.3% |
| 1Y | +88.5% | +25.3% | +63.2% | +119.8% |
| 3Y | +770.0% | +47.1% | +722.9% | +946.8% |
| All | +770.0% | +46.4% | +723.6% | +946.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling