+62.6%
ADM vs WAB
+231.1%
-168.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.1% | +1.7% | -1.7% | -0.5% |
| 30D | +11.0% | -2.4% | +13.4% | +11.7% |
| 3M | +6.0% | +9.7% | -3.7% | +2.7% |
| 6M | +26.9% | +16.5% | +10.4% | +19.9% |
| YTD | +50.0% | +33.7% | +16.3% | +35.3% |
| 1Y | +39.6% | +49.7% | -10.1% | +20.7% |
| 3Y | +18.5% | +170.9% | -152.4% | -21.3% |
| 5Y | +62.6% | +228.0% | -165.5% | -3.4% |
| All | +62.6% | +231.1% | -168.5% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling