+106.0%
ADM vs WAB
+288.7%
-182.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -1.8% | +4.0% | -5.9% | -3.2% |
| 30D | -13.3% | +6.3% | -19.6% | -15.2% |
| 3M | -13.4% | +3.3% | -16.6% | -14.7% |
| 6M | -9.6% | +14.5% | -24.1% | -14.4% |
| YTD | +23.0% | +42.7% | -19.6% | +7.6% |
| 1Y | +27.4% | +45.2% | -17.8% | +10.5% |
| 3Y | +5.7% | +173.8% | -168.1% | -28.4% |
| 5Y | +22.1% | +223.8% | -201.7% | -23.4% |
| 10Y | +106.0% | +280.5% | -174.5% | +7.5% |
| All | +106.0% | +288.7% | -182.8% | +7.5% |
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