+67.2%
ADM vs WTW
+42.3%
+24.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +3.0% | -7.8% | +10.8% | +4.7% |
| 30D | +8.7% | -7.9% | +16.6% | +10.5% |
| 3M | +7.6% | +19.9% | -12.3% | +2.8% |
| 6M | +26.9% | +9.8% | +17.1% | +23.3% |
| YTD | +54.3% | -3.3% | +57.6% | +54.5% |
| 1Y | +45.7% | -3.3% | +49.0% | +45.7% |
| 3Y | +21.9% | +61.5% | -39.6% | +2.1% |
| 5Y | +67.2% | +42.6% | +24.6% | +41.6% |
| All | +67.2% | +42.3% | +24.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling