+756.5%
ADM vs WCN
+8,080.5%
-7,324.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +4.2% | +2.6% | +1.6% | +3.6% |
| 30D | -12.8% | +23.9% | -36.8% | -17.1% |
| 3M | -8.5% | +17.4% | -25.9% | -12.0% |
| 6M | -10.9% | +28.0% | -38.9% | -16.2% |
| YTD | +29.4% | +11.6% | +17.9% | +25.2% |
| 1Y | +27.5% | +16.9% | +10.7% | +22.1% |
| 3Y | +10.3% | +51.6% | -41.3% | -1.1% |
| 5Y | +27.4% | +48.0% | -20.6% | +14.5% |
| 10Y | +134.6% | +322.6% | -188.0% | +69.6% |
| All | +756.5% | +8,080.5% | -7,324.1% | +310.1% |
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