+9,012.0%
WMT vs ADP
+11,097.1%
-2,085.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | +3.9% | -3.4% | +7.4% | +5.2% |
| 30D | -4.4% | +2.8% | -7.2% | -5.4% |
| 3M | -8.8% | +20.9% | -29.7% | -15.0% |
| 6M | -15.6% | +29.9% | -45.5% | -23.8% |
| YTD | -3.2% | +9.6% | -12.9% | -7.6% |
| 1Y | +7.0% | -5.3% | +12.3% | +7.5% |
| 3Y | +105.3% | +16.5% | +88.8% | +90.0% |
| 5Y | +129.3% | +49.4% | +79.9% | +90.9% |
| 10Y | +423.9% | +282.2% | +141.7% | +191.6% |
| All | +9,012.0% | +11,097.1% | -2,085.2% | +841.5% |
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