+10,029.5%
WDC vs ADP
+12,213.2%
-2,183.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -28.0% | +3.2% | -31.2% | -29.6% |
| 30D | -34.9% | +14.9% | -49.8% | -40.9% |
| 3M | -41.6% | +11.6% | -53.2% | -46.4% |
| 6M | -45.4% | +48.5% | -93.8% | -59.9% |
| YTD | +53.3% | +20.6% | +32.7% | +25.9% |
| 1Y | +61.5% | +23.7% | +37.8% | +30.1% |
| 3Y | +712.3% | +47.8% | +664.6% | +467.9% |
| 5Y | +524.2% | +47.7% | +476.5% | +331.0% |
| 10Y | +616.5% | +324.0% | +292.5% | +155.7% |
| All | +10,029.5% | +12,213.2% | -2,183.7% | +449.6% |
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