+7.0%
ADM vs WCC
+135.0%
-128.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -0.8% |
| 7D | -7.8% | -5.7% | -2.1% | -7.5% |
| 30D | -12.6% | -13.5% | +0.9% | -11.7% |
| 3M | -8.2% | -12.9% | +4.6% | -7.5% |
| 6M | -8.9% | -10.7% | +1.8% | -8.7% |
| YTD | +24.0% | +30.0% | -6.0% | +18.0% |
| 1Y | +26.2% | +24.7% | +1.4% | +20.5% |
| 3Y | +7.0% | +136.6% | -129.6% | -13.0% |
| All | +7.0% | +135.0% | -128.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling