+67.1%
ADM vs WSM
+182.5%
-115.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.4% |
| 7D | +1.4% | +2.6% | -1.2% | +1.1% |
| 30D | +8.2% | -9.3% | +17.5% | +9.2% |
| 3M | +8.7% | +7.1% | +1.6% | +7.8% |
| 6M | +29.1% | +21.7% | +7.4% | +26.1% |
| YTD | +53.7% | +28.7% | +24.9% | +49.1% |
| 1Y | +43.2% | +13.9% | +29.4% | +40.5% |
| 3Y | +21.4% | +232.2% | -210.8% | +2.8% |
| 5Y | +67.1% | +176.4% | -109.3% | +44.2% |
| All | +67.1% | +182.5% | -115.4% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling