+1,048.5%
ADM vs WCC
+1,713.7%
-665.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.5% |
| 7D | +3.8% | +4.5% | -0.7% | +2.8% |
| 30D | +9.8% | -5.8% | +15.5% | +10.8% |
| 3M | +2.1% | -3.7% | +5.8% | +2.2% |
| 6M | +27.5% | +23.1% | +4.4% | +20.6% |
| YTD | +50.2% | +44.2% | +6.1% | +37.2% |
| 1Y | +40.6% | +62.1% | -21.5% | +24.7% |
| 3Y | +17.2% | +121.1% | -103.9% | -6.4% |
| 5Y | +61.9% | +214.0% | -152.1% | +16.0% |
| 10Y | +159.3% | +472.8% | -313.5% | +51.1% |
| All | +1,048.5% | +1,713.7% | -665.3% | +409.9% |
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