+162.4%
ADM vs WING
+341.7%
-179.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | +11.0% | -6.0% | +17.1% | +11.3% |
| 3M | +6.0% | -23.5% | +29.5% | +7.1% |
| 6M | +26.9% | -52.0% | +78.9% | +31.4% |
| YTD | +50.0% | -53.8% | +103.8% | +55.1% |
| 1Y | +39.6% | -63.8% | +103.4% | +46.5% |
| 3Y | +18.5% | -30.8% | +49.3% | +13.6% |
| 5Y | +62.6% | -34.3% | +96.9% | +53.7% |
| 10Y | +162.4% | +352.4% | -190.0% | +93.1% |
| All | +162.4% | +341.7% | -179.3% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling