+21.3%
ADM vs WSM
+44.0%
-22.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.1% | +0.5% |
| 7D | -8.3% | +8.0% | -16.3% | -8.0% |
| 30D | -14.1% | +13.5% | -27.6% | -13.7% |
| 3M | -10.7% | +8.8% | -19.6% | -10.2% |
| 6M | -5.9% | +54.7% | -60.6% | -5.7% |
| YTD | +25.8% | +53.3% | -27.5% | +24.5% |
| 1Y | +21.3% | +41.1% | -19.8% | +20.1% |
| All | +21.3% | +44.0% | -22.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling