+62.6%
ADM vs WAT
-4.5%
+67.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -0.1% | -0.7% | +0.7% | 0.0% |
| 30D | +11.0% | -1.0% | +12.0% | +11.1% |
| 3M | +6.0% | +10.9% | -4.9% | +4.1% |
| 6M | +26.9% | +33.2% | -6.3% | +20.4% |
| YTD | +50.0% | +6.1% | +43.9% | +47.6% |
| 1Y | +39.6% | +30.2% | +9.4% | +31.8% |
| 3Y | +18.5% | +52.9% | -34.3% | +5.3% |
| 5Y | +62.6% | -5.1% | +67.7% | +47.1% |
| All | +62.6% | -4.5% | +67.0% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling