+99.7%
ADM vs WST
+441.1%
-341.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | -9.0% | -3.1% | -5.9% | -8.7% |
| 30D | -14.0% | +9.1% | -23.1% | -15.0% |
| 3M | -9.2% | +14.7% | -23.8% | -10.9% |
| 6M | -9.2% | +28.0% | -37.2% | -12.3% |
| YTD | +24.2% | +45.6% | -21.4% | +17.4% |
| 1Y | +27.0% | +45.7% | -18.7% | +19.9% |
| 3Y | +6.6% | +21.1% | -14.5% | -1.0% |
| 5Y | +25.0% | +0.3% | +24.6% | +18.4% |
| All | +99.7% | +441.1% | -341.4% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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