+1,561.3%
ADM vs WEC
+4,360.7%
-2,799.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.1% |
| 3M | -9.2% | +8.3% | -17.4% | -12.3% |
| 6M | -9.2% | +3.5% | -12.6% | -10.8% |
| YTD | +24.2% | +12.7% | +11.5% | +17.6% |
| 1Y | +27.0% | +8.2% | +18.8% | +22.3% |
| 3Y | +6.6% | +55.9% | -49.3% | -12.6% |
| 5Y | +25.0% | +51.2% | -26.3% | +2.6% |
| 10Y | +100.2% | +177.6% | -77.4% | +22.5% |
| All | +1,561.3% | +4,360.7% | -2,799.4% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling