+5,376.0%
WMB vs ADP
+11,097.1%
-5,721.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | +0.6% | -3.4% | +4.0% | +2.1% |
| 30D | +3.3% | +2.8% | +0.5% | +1.8% |
| 3M | +3.1% | +20.9% | -17.8% | -6.3% |
| 6M | -0.7% | +29.9% | -30.6% | -13.5% |
| YTD | +25.2% | +9.6% | +15.5% | +17.3% |
| 1Y | +32.9% | -5.3% | +38.1% | +33.0% |
| 3Y | +140.6% | +16.5% | +124.1% | +116.1% |
| 5Y | +273.5% | +49.4% | +224.1% | +191.3% |
| 10Y | +334.2% | +282.2% | +52.0% | +112.8% |
| All | +5,376.0% | +11,097.1% | -5,721.1% | +814.5% |
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 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