+985.0%
ADM vs WAT
+12,612.0%
-11,627.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.9% |
| 7D | -7.8% | +6.0% | -13.9% | -8.8% |
| 30D | -12.6% | +9.9% | -22.5% | -14.1% |
| 3M | -8.2% | +17.2% | -25.4% | -11.0% |
| 6M | -8.9% | +34.2% | -43.1% | -14.0% |
| YTD | +24.0% | +25.5% | -1.5% | +17.6% |
| 1Y | +26.2% | +28.3% | -2.1% | +19.2% |
| 3Y | +7.0% | +88.4% | -81.4% | -7.6% |
| 5Y | +24.9% | +36.1% | -11.3% | +12.9% |
| 10Y | +102.6% | +234.8% | -132.2% | +55.3% |
| All | +985.0% | +12,612.0% | -11,627.0% | +517.6% |
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