+100.5%
WMB vs ADP
+48.5%
+52.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.2% |
| 7D | -13.8% | +3.2% | -17.0% | -14.0% |
| 30D | -10.3% | +14.9% | -25.2% | -11.7% |
| 3M | -10.1% | +11.6% | -21.7% | -11.2% |
| 6M | -11.8% | +48.5% | -60.3% | -17.4% |
| YTD | +8.9% | +20.6% | -11.6% | +8.3% |
| 1Y | +14.0% | +23.7% | -9.7% | +12.1% |
| 3Y | +100.5% | +47.8% | +52.7% | +104.6% |
| All | +100.5% | +48.5% | +52.0% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling