+1,908.9%
ADM vs WST
+12,330.1%
-10,421.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +3.8% | +0.7% | +3.0% | +3.6% |
| 30D | +9.8% | -3.1% | +12.9% | +10.4% |
| 3M | +2.1% | +7.2% | -5.1% | +0.5% |
| 6M | +27.5% | +36.8% | -9.3% | +18.9% |
| YTD | +50.2% | +23.8% | +26.4% | +42.6% |
| 1Y | +40.6% | +37.8% | +2.8% | +30.1% |
| 3Y | +17.2% | -15.9% | +33.1% | +14.0% |
| 5Y | +61.9% | -25.8% | +87.7% | +57.8% |
| 10Y | +159.3% | +319.6% | -160.3% | +59.4% |
| All | +1,908.9% | +12,330.1% | -10,421.2% | +537.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling