+468.3%
WELL vs ADP
+319.4%
+148.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +0.1% | +0.9% | -0.8% | -0.4% |
| 30D | +7.8% | +11.9% | -4.1% | +1.7% |
| 3M | +10.2% | +13.7% | -3.5% | +2.8% |
| 6M | +16.4% | +46.8% | -30.4% | -6.0% |
| YTD | +35.2% | +21.8% | +13.4% | +19.6% |
| 1Y | +30.5% | +23.5% | +6.9% | +14.2% |
| 3Y | +206.1% | +44.1% | +162.0% | +140.6% |
| 5Y | +228.3% | +49.9% | +178.4% | +144.2% |
| 10Y | +468.3% | +318.8% | +149.6% | +171.8% |
| All | +468.3% | +319.4% | +148.9% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling