+67.1%
ADM vs WPM
+261.4%
-194.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.3% |
| 7D | +1.4% | +3.9% | -2.5% | +1.0% |
| 30D | +8.2% | +17.7% | -9.5% | +6.2% |
| 3M | +8.7% | +39.4% | -30.7% | +4.5% |
| 6M | +29.1% | +6.4% | +22.7% | +27.6% |
| YTD | +53.7% | +34.0% | +19.7% | +46.3% |
| 1Y | +43.2% | +50.5% | -7.3% | +33.6% |
| 3Y | +21.4% | +280.3% | -258.9% | -4.0% |
| 5Y | +67.1% | +266.3% | -199.2% | +27.8% |
| All | +67.1% | +261.4% | -194.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling