+126.6%
ADM vs WING
+620.3%
-493.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | +4.2% | -2.5% | +6.7% | +4.3% |
| 30D | -12.8% | +29.5% | -42.4% | -14.0% |
| 3M | -8.5% | +40.2% | -48.6% | -10.2% |
| 6M | -10.9% | +32.7% | -43.6% | -12.7% |
| YTD | +29.4% | -32.8% | +62.2% | +31.2% |
| 1Y | +27.5% | -31.7% | +59.3% | +29.0% |
| 3Y | +10.3% | -24.7% | +35.1% | +6.9% |
| 5Y | +27.4% | -0.5% | +27.8% | +17.6% |
| All | +126.6% | +620.3% | -493.6% | +58.1% |
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