+862.7%
ADM vs WCC
+1,591.2%
-728.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.7% |
| 7D | +0.1% | +3.3% | -3.2% | -0.7% |
| 30D | -11.8% | -9.4% | -2.4% | -10.7% |
| 3M | -11.3% | -10.5% | -0.8% | -10.3% |
| 6M | -10.0% | -10.4% | +0.4% | -9.6% |
| YTD | +25.9% | +34.4% | -8.5% | +15.6% |
| 1Y | +26.7% | +27.7% | -1.0% | +17.3% |
| 3Y | +8.1% | +137.9% | -129.8% | -15.6% |
| 5Y | +23.5% | +147.0% | -123.5% | -7.8% |
| 10Y | +128.2% | +442.5% | -314.3% | +33.6% |
| All | +862.7% | +1,591.2% | -728.5% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling