+950.1%
ADI vs W
+224.6%
+725.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.6% | +4.0% | +7.8% |
| 7D | -4.4% | +3.3% | -7.7% | -4.9% |
| 30D | -2.8% | +10.5% | -13.4% | -4.4% |
| 3M | +1.5% | +9.6% | -8.1% | -0.3% |
| 6M | -4.7% | +76.4% | -81.1% | -14.3% |
| YTD | +46.8% | +16.4% | +30.4% | +39.3% |
| 1Y | +74.9% | +9.3% | +65.5% | +67.1% |
| 3Y | +147.4% | +172.8% | -25.4% | +92.3% |
| 5Y | +131.9% | -53.4% | +185.3% | +107.2% |
| 10Y | +630.6% | +243.6% | +386.9% | +346.5% |
| All | +950.1% | +224.6% | +725.5% | +539.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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