+118.2%
WFC vs ADP
+315.9%
-197.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | +0.9% | +3.2% | -2.3% | -1.0% |
| 30D | +3.3% | +12.8% | -9.5% | -4.1% |
| 3M | -1.4% | +12.3% | -13.7% | -8.6% |
| 6M | +14.7% | +45.4% | -30.7% | -10.2% |
| YTD | -5.9% | +21.4% | -27.3% | -18.2% |
| 1Y | +1.8% | +23.7% | -21.9% | -12.6% |
| 3Y | +124.9% | +43.6% | +81.3% | +73.1% |
| 5Y | +92.7% | +48.7% | +44.0% | +40.7% |
| 10Y | +118.2% | +316.1% | -197.9% | -6.6% |
| All | +118.2% | +315.9% | -197.6% | -6.6% |
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 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