+87.9%
ADM vs WING
+656.3%
-568.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -9.0% | +9.0% | -18.1% | -9.5% |
| 30D | -14.0% | +39.9% | -53.9% | -15.8% |
| 3M | -9.2% | +40.4% | -49.6% | -11.3% |
| 6M | -9.2% | +12.9% | -22.0% | -10.4% |
| YTD | +24.2% | -31.1% | +55.3% | +26.0% |
| 1Y | +27.0% | -32.7% | +59.7% | +28.9% |
| 3Y | +6.6% | -19.8% | +26.4% | +2.5% |
| 5Y | +25.0% | +4.0% | +21.0% | +13.9% |
| 10Y | +100.2% | +684.4% | -584.2% | +25.5% |
| All | +87.9% | +656.3% | -568.5% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling