+578.7%
ADM vs WPM
+5,967.5%
-5,388.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.4% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +9.8% | +26.4% | -16.6% | +5.6% |
| 3M | +2.1% | +20.8% | -18.7% | -1.4% |
| 6M | +27.5% | +1.1% | +26.4% | +25.7% |
| YTD | +50.2% | +32.5% | +17.8% | +41.4% |
| 1Y | +40.6% | +51.5% | -10.9% | +29.1% |
| 3Y | +17.2% | +267.0% | -249.8% | -7.6% |
| 5Y | +61.9% | +250.1% | -188.2% | +26.7% |
| 10Y | +159.3% | +540.4% | -381.1% | +73.9% |
| All | +578.7% | +5,967.5% | -5,388.8% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling