+8,091.0%
WFC vs ADP
+12,213.2%
-4,122.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | +1.2% | +3.2% | -2.0% | -0.5% |
| 30D | +5.2% | +14.9% | -9.7% | -2.6% |
| 3M | -3.0% | +11.6% | -14.7% | -9.1% |
| 6M | +6.2% | +48.5% | -42.3% | -15.6% |
| YTD | -7.9% | +20.6% | -28.5% | -18.8% |
| 1Y | +0.3% | +23.7% | -23.4% | -12.8% |
| 3Y | +117.7% | +47.8% | +69.9% | +70.4% |
| 5Y | +88.4% | +47.7% | +40.6% | +44.8% |
| 10Y | +147.3% | +324.0% | -176.7% | +7.3% |
| All | +8,091.0% | +12,213.2% | -4,122.2% | +772.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling