+1,108.9%
ADM vs WAB
+4,092.2%
-2,983.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.1% |
| 7D | +3.8% | -3.2% | +7.0% | +4.6% |
| 30D | +9.8% | -4.4% | +14.2% | +11.0% |
| 3M | +2.1% | +7.9% | -5.7% | -0.2% |
| 6M | +27.5% | +8.7% | +18.8% | +23.9% |
| YTD | +50.2% | +33.0% | +17.2% | +38.6% |
| 1Y | +40.6% | +46.7% | -6.1% | +26.1% |
| 3Y | +17.2% | +153.0% | -135.8% | -9.7% |
| 5Y | +61.9% | +222.3% | -160.4% | +16.3% |
| 10Y | +159.3% | +291.0% | -131.7% | +68.6% |
| All | +1,108.9% | +4,092.2% | -2,983.3% | +389.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling