+4,666.7%
WMB vs ADP
+12,213.2%
-7,546.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.3% |
| 7D | -13.8% | +3.2% | -17.0% | -15.2% |
| 30D | -10.3% | +14.9% | -25.2% | -16.2% |
| 3M | -10.1% | +11.6% | -21.7% | -15.2% |
| 6M | -11.8% | +48.5% | -60.3% | -27.9% |
| YTD | +8.9% | +20.6% | -11.6% | -2.9% |
| 1Y | +14.0% | +23.7% | -9.7% | +0.3% |
| 3Y | +100.5% | +47.8% | +52.7% | +60.6% |
| 5Y | +179.5% | +47.7% | +131.8% | +118.6% |
| 10Y | +272.7% | +324.0% | -51.2% | +73.2% |
| All | +4,666.7% | +12,213.2% | -7,546.5% | +657.1% |
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