+10,793.7%
WMT vs ADP
+12,480.3%
-1,686.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.3% |
| 7D | +2.0% | +2.2% | -0.1% | +1.3% |
| 30D | +10.3% | +10.6% | -0.3% | +6.5% |
| 3M | +11.0% | +12.9% | -2.0% | +6.2% |
| 6M | -2.3% | +50.6% | -53.0% | -15.9% |
| YTD | +15.7% | +23.2% | -7.5% | +6.0% |
| 1Y | +26.0% | +25.3% | +0.7% | +14.7% |
| 3Y | +136.5% | +47.1% | +89.4% | +102.1% |
| 5Y | +176.8% | +50.1% | +126.8% | +130.7% |
| 10Y | +537.5% | +323.6% | +213.9% | +242.6% |
| All | +10,793.7% | +12,480.3% | -1,686.6% | +980.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling