+928.6%
WDC vs ADP
+49.8%
+878.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +7.9% | +6.1% |
| 7D | +1.7% | -3.4% | +5.2% | +2.2% |
| 30D | -10.0% | +2.8% | -12.7% | -10.4% |
| 3M | -18.8% | +20.9% | -39.7% | -22.7% |
| 6M | +79.0% | +29.9% | +49.2% | +64.6% |
| YTD | +171.6% | +9.6% | +161.9% | +167.5% |
| 1Y | +417.4% | -5.3% | +422.6% | +446.6% |
| 3Y | +1,251.8% | +16.5% | +1,235.3% | +1,154.6% |
| All | +928.6% | +49.8% | +878.8% | +720.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling