+176.6%
ADM vs WAB
+282.7%
-106.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | +1.4% | +0.2% | +1.1% | +1.3% |
| 30D | +8.2% | -4.6% | +12.8% | +9.7% |
| 3M | +8.7% | +5.6% | +3.1% | +6.3% |
| 6M | +29.1% | +13.8% | +15.3% | +22.5% |
| YTD | +53.7% | +31.9% | +21.8% | +38.7% |
| 1Y | +43.2% | +48.3% | -5.0% | +23.7% |
| 3Y | +21.4% | +167.1% | -145.7% | -16.3% |
| 5Y | +67.1% | +222.9% | -155.8% | +6.2% |
| 10Y | +176.6% | +289.9% | -113.3% | +51.6% |
| All | +176.6% | +282.7% | -106.1% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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