+894.0%
ADM vs WCN
+6,839.3%
-5,945.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | +9.8% | +0.4% | +9.3% | +9.6% |
| 3M | +2.1% | +7.3% | -5.2% | +0.3% |
| 6M | +27.5% | -2.5% | +30.0% | +27.6% |
| YTD | +50.2% | -5.4% | +55.6% | +51.2% |
| 1Y | +40.6% | -8.5% | +49.0% | +42.5% |
| 3Y | +17.2% | +20.8% | -3.6% | +10.9% |
| 5Y | +61.9% | +30.0% | +31.9% | +50.1% |
| 10Y | +159.3% | +238.4% | -79.1% | +97.2% |
| All | +894.0% | +6,839.3% | -5,945.3% | +395.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling