+534.7%
WMT vs ADP
+319.4%
+215.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +12.4% | +11.6% | +0.8% | +9.2% |
| 3M | +9.0% | +15.1% | -6.0% | +5.0% |
| 6M | -3.0% | +46.0% | -49.0% | -12.5% |
| YTD | +14.0% | +22.4% | -8.4% | +7.4% |
| 1Y | +23.0% | +24.5% | -1.5% | +15.4% |
| 3Y | +135.1% | +44.8% | +90.3% | +111.0% |
| 5Y | +172.7% | +49.1% | +123.7% | +139.9% |
| All | +534.7% | +319.4% | +215.3% | +332.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling