-10.9%
ADM vs GWW
+20.7%
-31.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.7% |
| 7D | +4.2% | +3.6% | +0.6% | +4.4% |
| 30D | -12.8% | +12.1% | -25.0% | -12.3% |
| 3M | -8.5% | +12.9% | -21.4% | -7.8% |
| 6M | -10.9% | +19.3% | -30.2% | -10.9% |
| All | -10.9% | +20.7% | -31.6% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 6mo: compounded portfolio wealth divided by compounded GWW 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…
6mo analysis · Full analysis span regression · 6 months rolling