+171.7%
ADM vs WSM
+1,058.9%
-887.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +8.7% | -10.7% | +19.4% | +10.4% |
| 3M | +7.6% | +8.5% | -0.9% | +6.0% |
| 6M | +26.9% | +19.6% | +7.2% | +22.9% |
| YTD | +54.3% | +26.6% | +27.7% | +47.9% |
| 1Y | +45.7% | +12.0% | +33.7% | +41.9% |
| 3Y | +21.9% | +226.6% | -204.7% | -3.9% |
| 5Y | +67.2% | +174.1% | -107.0% | +31.9% |
| All | +171.7% | +1,058.9% | -887.2% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling