+176.6%
ADM vs WAT
+156.2%
+20.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +2.0% | +2.3% |
| 7D | +1.4% | -1.8% | +3.2% | +1.8% |
| 30D | +8.2% | -1.7% | +9.9% | +8.5% |
| 3M | +8.7% | +9.1% | -0.4% | +6.0% |
| 6M | +29.1% | +32.4% | -3.4% | +18.7% |
| YTD | +53.7% | +6.6% | +47.1% | +49.0% |
| 1Y | +43.2% | +34.7% | +8.5% | +29.4% |
| 3Y | +21.4% | +53.6% | -32.2% | +0.6% |
| 5Y | +67.1% | -4.1% | +71.2% | +59.7% |
| 10Y | +176.6% | +167.9% | +8.7% | +79.8% |
| All | +176.6% | +156.2% | +20.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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