+100.5%
WMT vs ADP
+13.9%
+86.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.5% |
| 7D | +0.1% | -5.5% | +5.6% | +1.0% |
| 30D | -5.0% | -1.2% | -3.7% | -4.8% |
| 3M | -11.3% | +17.9% | -29.1% | -13.6% |
| 6M | -13.8% | +20.3% | -34.1% | -16.1% |
| YTD | -4.2% | +5.8% | -10.0% | -3.3% |
| 1Y | +4.6% | -7.7% | +12.3% | +10.5% |
| 3Y | +100.5% | +14.7% | +85.8% | +108.6% |
| All | +100.5% | +13.9% | +86.6% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling