+37,205.6%
ADI vs WM
+28,547.2%
+8,658.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | -12.8% | +1.2% | -14.0% | -13.2% |
| 30D | -11.3% | +13.1% | -24.4% | -14.2% |
| 3M | -3.4% | +3.6% | -7.0% | -4.6% |
| 6M | -12.0% | +8.1% | -20.1% | -14.5% |
| YTD | +35.3% | +8.9% | +26.3% | +31.0% |
| 1Y | +58.1% | +20.3% | +37.7% | +49.3% |
| 3Y | +127.4% | +46.2% | +81.2% | +103.6% |
| 5Y | +114.6% | +59.9% | +54.7% | +87.3% |
| 10Y | +589.3% | +345.6% | +243.8% | +377.0% |
| All | +37,205.6% | +28,547.2% | +8,658.3% | +16,726.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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