+126.6%
ADM vs WAB
+266.7%
-140.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +3.0% |
| 7D | +4.2% | +5.1% | -0.9% | +2.5% |
| 30D | -12.8% | +4.0% | -16.8% | -14.2% |
| 3M | -8.5% | +0.1% | -8.6% | -9.0% |
| 6M | -10.9% | +12.8% | -23.7% | -15.2% |
| YTD | +29.4% | +40.1% | -10.7% | +13.8% |
| 1Y | +27.5% | +46.4% | -18.8% | +10.4% |
| 3Y | +10.3% | +167.4% | -157.0% | -24.7% |
| 5Y | +27.4% | +215.0% | -187.7% | -19.4% |
| All | +126.6% | +266.7% | -140.0% | +20.0% |
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