+428.1%
WMT vs ADP
+286.3%
+141.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.7% |
| 30D | -7.4% | +0.2% | -7.7% | -7.5% |
| 3M | -10.9% | +20.5% | -31.4% | -15.3% |
| 6M | -12.7% | +28.8% | -41.4% | -18.8% |
| YTD | -3.2% | +6.6% | -9.8% | -5.4% |
| 1Y | +5.3% | -6.9% | +12.2% | +7.0% |
| 3Y | +101.9% | +16.1% | +85.7% | +91.9% |
| 5Y | +134.6% | +49.3% | +85.2% | +105.5% |
| All | +428.1% | +286.3% | +141.8% | +258.0% |
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 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