+134.0%
WFC vs ADP
+327.9%
-193.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.6% |
| 30D | +2.9% | +11.5% | -8.6% | -3.7% |
| 3M | -1.4% | +12.0% | -13.5% | -8.4% |
| 6M | +14.3% | +43.8% | -29.5% | -9.9% |
| YTD | -6.2% | +20.1% | -26.3% | -17.9% |
| 1Y | +1.6% | +22.3% | -20.7% | -12.2% |
| 3Y | +126.9% | +43.3% | +83.6% | +74.8% |
| 5Y | +94.0% | +47.3% | +46.6% | +42.3% |
| 10Y | +134.0% | +313.7% | -179.7% | -0.3% |
| All | +134.0% | +327.9% | -193.8% | -0.3% |
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