+162.4%
ADM vs WEC
+143.0%
+19.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | +11.0% | +0.3% | +10.7% | +10.8% |
| 3M | +6.0% | -2.9% | +8.9% | +7.1% |
| 6M | +26.9% | -5.9% | +32.8% | +29.6% |
| YTD | +50.0% | +4.1% | +45.9% | +47.0% |
| 1Y | +39.6% | +3.1% | +36.5% | +37.2% |
| 3Y | +18.5% | +40.8% | -22.2% | +2.1% |
| 5Y | +62.6% | +31.7% | +30.9% | +42.3% |
| 10Y | +162.4% | +141.1% | +21.3% | +90.6% |
| All | +162.4% | +143.0% | +19.4% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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