+6.2%
WMT vs ADP
-7.7%
+13.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -2.5% | -5.7% | +3.2% | -2.5% |
| 30D | -6.4% | -1.4% | -5.0% | -6.4% |
| 3M | -12.1% | +16.6% | -28.7% | -11.3% |
| 6M | -15.0% | +24.9% | -39.9% | -13.6% |
| YTD | -4.5% | +5.6% | -10.1% | -0.9% |
| 1Y | +6.2% | -6.0% | +12.2% | +14.7% |
| All | +6.2% | -7.7% | +13.9% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling