+171.1%
ADM vs WTW
+198.0%
-27.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.5% | -5.7% | +8.2% | +4.4% |
| 30D | +9.5% | -7.3% | +16.7% | +12.0% |
| 3M | +10.6% | +21.5% | -10.9% | +2.9% |
| 6M | +24.0% | +9.6% | +14.4% | +18.7% |
| YTD | +54.0% | -3.3% | +57.2% | +53.0% |
| 1Y | +45.3% | -6.1% | +51.5% | +46.0% |
| 3Y | +21.8% | +61.8% | -40.1% | -2.8% |
| 5Y | +66.8% | +42.7% | +24.1% | +37.6% |
| All | +171.1% | +198.0% | -27.0% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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