+95.2%
ADM vs WETO
-99.4%
+194.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.2% |
| 7D | +2.5% | -4.3% | +6.8% | +2.5% |
| 30D | +9.5% | -39.9% | +49.4% | +10.1% |
| 3M | +10.6% | -97.9% | +108.5% | +10.2% |
| 6M | +24.0% | -95.0% | +119.1% | +25.1% |
| YTD | +54.0% | -97.2% | +151.1% | +56.2% |
| 1Y | +45.3% | -98.9% | +144.2% | +48.5% |
| All | +95.2% | -99.4% | +194.6% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling