+170.5%
ADM vs WCN
+239.1%
-68.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.9% |
| 7D | +1.4% | -1.7% | +3.1% | +2.1% |
| 30D | +8.2% | -3.0% | +11.2% | +9.5% |
| 3M | +8.7% | +2.5% | +6.2% | +6.9% |
| 6M | +29.1% | -5.7% | +34.8% | +31.2% |
| YTD | +53.7% | -7.4% | +61.1% | +57.1% |
| 1Y | +43.2% | -8.6% | +51.9% | +47.1% |
| 3Y | +21.4% | +19.4% | +2.0% | +6.3% |
| 5Y | +67.1% | +27.2% | +39.9% | +39.2% |
| All | +170.5% | +239.1% | -68.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling