+987.1%
ADM vs WAT
+12,102.7%
-11,115.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -9.0% | -1.1% | -7.9% | -8.9% |
| 30D | -14.0% | +5.0% | -18.9% | -14.8% |
| 3M | -9.2% | +14.5% | -23.6% | -11.5% |
| 6M | -9.2% | +30.9% | -40.1% | -13.8% |
| YTD | +24.2% | +20.5% | +3.7% | +18.7% |
| 1Y | +27.0% | +23.3% | +3.7% | +20.8% |
| 3Y | +6.6% | +81.5% | -74.9% | -7.4% |
| 5Y | +25.0% | +33.4% | -8.4% | +13.4% |
| 10Y | +100.2% | +231.5% | -131.2% | +53.9% |
| All | +987.1% | +12,102.7% | -11,115.6% | +523.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling