+111.7%
WFC vs ADP
+319.4%
-207.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.3% |
| 7D | +1.7% | +0.3% | +1.5% | +1.6% |
| 30D | +6.8% | +11.6% | -4.8% | -0.1% |
| 3M | -3.0% | +15.1% | -18.1% | -11.3% |
| 6M | +15.4% | +46.0% | -30.6% | -9.8% |
| YTD | -5.9% | +22.4% | -28.3% | -18.6% |
| 1Y | +1.7% | +24.5% | -22.8% | -13.1% |
| 3Y | +124.9% | +44.8% | +80.1% | +72.3% |
| 5Y | +90.5% | +49.1% | +41.4% | +39.0% |
| All | +111.7% | +319.4% | -207.7% | -9.5% |
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