+651.5%
ADI vs WSM
+1,071.8%
-420.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.7% | +4.5% |
| 7D | +4.6% | -0.5% | +5.1% | +4.7% |
| 30D | -1.2% | -7.7% | +6.5% | +1.3% |
| 3M | -7.8% | +3.8% | -11.6% | -9.1% |
| 6M | +19.3% | +22.7% | -3.3% | +11.5% |
| YTD | +40.9% | +28.0% | +12.9% | +29.5% |
| 1Y | +54.5% | +12.7% | +41.8% | +47.3% |
| 3Y | +123.4% | +231.3% | -107.8% | +46.9% |
| 5Y | +142.3% | +177.2% | -34.9% | +61.3% |
| All | +651.5% | +1,071.8% | -420.3% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling