+21.3%
ADM vs WING
-23.2%
+44.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.6% |
| 7D | -8.3% | +21.0% | -29.2% | -6.8% |
| 30D | -14.1% | +56.9% | -71.0% | -10.8% |
| 3M | -10.7% | +38.4% | -49.1% | -8.1% |
| 6M | -5.9% | +12.0% | -17.9% | -4.4% |
| YTD | +25.8% | -29.2% | +55.0% | +23.8% |
| 1Y | +21.3% | -28.8% | +50.1% | +20.1% |
| All | +21.3% | -23.2% | +44.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling