+863.9%
ADI vs W
+176.2%
+687.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.2% |
| 7D | +0.4% | -4.2% | +4.6% | +1.1% |
| 30D | -3.8% | -7.6% | +3.8% | -2.7% |
| 3M | -15.3% | +37.2% | -52.4% | -20.3% |
| 6M | +6.7% | +26.3% | -19.6% | +0.9% |
| YTD | +34.8% | -1.0% | +35.7% | +31.5% |
| 1Y | +49.0% | +20.1% | +28.9% | +39.5% |
| 3Y | +108.1% | +37.8% | +70.3% | +78.5% |
| 5Y | +142.4% | -63.7% | +206.1% | +125.0% |
| 10Y | +589.9% | +156.3% | +433.6% | +337.9% |
| All | +863.9% | +176.2% | +687.7% | +503.3% |
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