+132.0%
WMT vs ADP
+44.7%
+87.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | +11.1% | +11.9% | -0.8% | +8.8% |
| 3M | +11.2% | +13.7% | -2.5% | +8.4% |
| 6M | -1.3% | +46.8% | -48.0% | -8.0% |
| YTD | +13.5% | +21.8% | -8.3% | +12.2% |
| 1Y | +22.5% | +23.5% | -1.0% | +20.4% |
| All | +132.0% | +44.7% | +87.3% | +132.2% |
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 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