+176.6%
ADM vs WST
+325.7%
-149.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | +1.4% | -1.7% | +3.0% | +1.6% |
| 30D | +8.2% | -4.3% | +12.5% | +8.8% |
| 3M | +8.7% | +0.7% | +8.0% | +8.4% |
| 6M | +29.1% | +36.0% | -6.9% | +23.3% |
| YTD | +53.7% | +22.7% | +30.9% | +48.6% |
| 1Y | +43.2% | +34.1% | +9.1% | +36.6% |
| 3Y | +21.4% | -13.6% | +35.0% | +19.1% |
| 5Y | +67.1% | -26.0% | +93.1% | +66.8% |
| 10Y | +176.6% | +335.8% | -159.2% | +86.2% |
| All | +176.6% | +325.7% | -149.1% | +86.2% |
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