+1,561.3%
ADM vs WST
+14,518.0%
-12,956.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | -9.0% | -3.1% | -5.9% | -8.5% |
| 30D | -14.0% | +9.1% | -23.1% | -15.5% |
| 3M | -9.2% | +14.7% | -23.8% | -11.7% |
| 6M | -9.2% | +28.0% | -37.2% | -13.9% |
| YTD | +24.2% | +45.6% | -21.4% | +14.1% |
| 1Y | +27.0% | +45.7% | -18.7% | +16.5% |
| 3Y | +6.6% | +21.1% | -14.5% | -4.1% |
| 5Y | +25.0% | +0.3% | +24.6% | +14.2% |
| 10Y | +100.2% | +449.0% | -348.8% | +16.3% |
| All | +1,561.3% | +14,518.0% | -12,956.7% | +409.9% |
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 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