+18.5%
ADM vs WCN
+19.6%
-1.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.1% | -0.4% | +0.4% | 0.0% |
| 30D | +11.0% | -2.1% | +13.2% | +11.4% |
| 3M | +6.0% | +6.4% | -0.4% | +4.6% |
| 6M | +26.9% | -3.7% | +30.6% | +27.6% |
| YTD | +50.0% | -6.4% | +56.4% | +51.6% |
| 1Y | +39.6% | -7.9% | +47.5% | +41.4% |
| 3Y | +18.5% | +20.8% | -2.3% | +9.9% |
| All | +18.5% | +19.6% | -1.1% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling