+19.1%
ADM vs WING
-28.1%
+47.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.2% |
| 7D | +3.8% | -3.9% | +7.6% | +3.6% |
| 30D | +9.8% | -11.6% | +21.3% | +9.3% |
| 3M | +2.1% | -24.2% | +26.3% | +1.2% |
| 6M | +27.5% | -54.1% | +81.6% | +24.8% |
| YTD | +50.2% | -53.9% | +104.1% | +47.1% |
| 1Y | +40.6% | -64.4% | +104.9% | +37.5% |
| All | +19.1% | -28.1% | +47.2% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling