+26.3%
ADM vs WEC
+51.2%
-24.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | -9.0% | -0.2% | -8.9% | -9.0% |
| 30D | -14.0% | +12.3% | -26.3% | -17.9% |
| 3M | -9.2% | +8.3% | -17.4% | -12.1% |
| 6M | -9.2% | +3.5% | -12.6% | -10.6% |
| YTD | +24.2% | +12.7% | +11.5% | +17.8% |
| 1Y | +27.0% | +8.2% | +18.8% | +22.4% |
| 3Y | +6.6% | +55.9% | -49.3% | -12.7% |
| All | +26.3% | +51.2% | -24.9% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling