+102.6%
ADM vs WEC
+178.6%
-76.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -12.6% | +12.9% | -25.5% | -16.7% |
| 3M | -8.2% | +9.8% | -18.0% | -11.7% |
| 6M | -8.9% | +6.7% | -15.6% | -11.5% |
| YTD | +24.0% | +14.0% | +10.0% | +17.2% |
| 1Y | +26.2% | +7.3% | +18.8% | +22.1% |
| 3Y | +7.0% | +63.8% | -56.8% | -13.3% |
| 5Y | +24.9% | +54.8% | -29.9% | +2.5% |
| 10Y | +102.6% | +185.7% | -83.1% | +39.8% |
| All | +102.6% | +178.6% | -76.0% | +39.8% |
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