+142.4%
WFC vs ADP
+270.4%
-128.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.5% |
| 7D | +0.4% | -5.7% | +6.1% | +3.9% |
| 30D | +2.5% | -3.1% | +5.5% | +4.1% |
| 3M | +10.0% | +15.6% | -5.6% | -0.4% |
| 6M | +15.1% | +20.8% | -5.7% | +0.4% |
| YTD | -2.2% | +4.7% | -7.0% | -6.9% |
| 1Y | +13.5% | -8.3% | +21.7% | +17.4% |
| 3Y | +135.2% | +13.6% | +121.7% | +109.2% |
| 5Y | +128.3% | +45.0% | +83.3% | +67.6% |
| 10Y | +142.4% | +279.0% | -136.6% | +13.8% |
| All | +142.4% | +270.4% | -128.0% | +13.8% |
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