+714.2%
ADM vs WCN
+7,961.2%
-7,247.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.8% | +2.6% | -4.4% | -2.4% |
| 30D | -13.3% | +25.3% | -38.6% | -17.7% |
| 3M | -13.4% | +15.2% | -28.6% | -16.3% |
| 6M | -9.6% | +26.4% | -36.0% | -14.7% |
| YTD | +23.0% | +9.9% | +13.1% | +19.5% |
| 1Y | +27.4% | +16.2% | +11.2% | +22.1% |
| 3Y | +5.7% | +49.4% | -43.7% | -4.9% |
| 5Y | +22.1% | +46.2% | -24.1% | +10.1% |
| 10Y | +106.0% | +305.7% | -199.7% | +50.2% |
| All | +714.2% | +7,961.2% | -7,247.0% | +291.2% |
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