+1,908.9%
ADM vs WEC
+3,978.4%
-2,069.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +3.8% | -0.3% | +4.0% | +3.9% |
| 30D | +9.8% | -1.3% | +11.0% | +10.2% |
| 3M | +2.1% | -3.9% | +6.1% | +3.7% |
| 6M | +27.5% | -8.3% | +35.8% | +31.7% |
| YTD | +50.2% | +3.1% | +47.1% | +47.8% |
| 1Y | +40.6% | +1.9% | +38.7% | +38.8% |
| 3Y | +17.2% | +41.9% | -24.7% | -0.1% |
| 5Y | +61.9% | +30.8% | +31.1% | +41.2% |
| 10Y | +159.3% | +141.9% | +17.4% | +68.0% |
| All | +1,908.9% | +3,978.4% | -2,069.5% | +341.6% |
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 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