+988.5%
ADI vs W
+217.9%
+770.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.7% |
| 7D | +0.7% | -7.4% | +8.1% | +2.1% |
| 30D | +0.7% | +7.8% | -7.1% | -0.6% |
| 3M | +6.5% | +10.9% | -4.4% | +4.4% |
| 6M | -2.7% | +86.4% | -89.1% | -13.2% |
| YTD | +52.2% | +14.0% | +38.2% | +44.9% |
| 1Y | +77.5% | +3.5% | +73.9% | +71.1% |
| 3Y | +148.8% | +164.8% | -16.0% | +94.2% |
| 5Y | +142.9% | -53.1% | +196.0% | +116.9% |
| 10Y | +653.2% | +220.4% | +432.8% | +363.8% |
| All | +988.5% | +217.9% | +770.7% | +564.8% |
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