+17,845.4%
WDC vs ADP
+11,097.1%
+6,748.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +7.9% | +7.1% |
| 7D | +1.7% | -3.4% | +5.2% | +3.8% |
| 30D | -10.0% | +2.8% | -12.7% | -12.0% |
| 3M | -18.8% | +20.9% | -39.7% | -30.5% |
| 6M | +79.0% | +29.9% | +49.2% | +43.4% |
| YTD | +171.6% | +9.6% | +161.9% | +139.8% |
| 1Y | +417.4% | -5.3% | +422.6% | +395.3% |
| 3Y | +1,251.8% | +16.5% | +1,235.3% | +1,008.6% |
| 5Y | +911.7% | +49.4% | +862.3% | +598.5% |
| 10Y | +1,399.6% | +282.2% | +1,117.4% | +477.7% |
| All | +17,845.4% | +11,097.1% | +6,748.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling