+130.8%
WMT vs ADP
+43.9%
+86.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -0.2% | -5.7% | +5.4% | +1.1% |
| 30D | -5.8% | -3.1% | -2.7% | -5.2% |
| 3M | -10.8% | +15.6% | -26.4% | -13.8% |
| 6M | -14.3% | +20.8% | -35.1% | -18.3% |
| YTD | -4.4% | +4.7% | -9.2% | -5.1% |
| 1Y | +4.3% | -8.3% | +12.6% | +8.0% |
| 3Y | +100.1% | +13.6% | +86.5% | +95.0% |
| 5Y | +130.8% | +45.0% | +85.8% | +107.1% |
| All | +130.8% | +43.9% | +86.9% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling