+202.0%
WMB vs ADP
+49.9%
+152.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | +8.1% | +0.3% | +7.8% | +8.0% |
| 30D | -6.9% | +11.6% | -18.5% | -9.3% |
| 3M | -5.1% | +15.1% | -20.2% | -8.4% |
| 6M | -5.7% | +46.0% | -51.7% | -14.9% |
| YTD | +18.1% | +22.4% | -4.3% | +12.3% |
| 1Y | +18.4% | +24.5% | -6.1% | +11.9% |
| 3Y | +122.7% | +44.8% | +77.9% | +100.4% |
| 5Y | +202.0% | +49.1% | +153.0% | +164.0% |
| All | +202.0% | +49.9% | +152.1% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling