+1,068.4%
ADM vs WTW
+1,094.8%
-26.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +3.6% |
| 7D | +1.4% | -7.1% | +8.5% | +3.8% |
| 30D | +8.2% | -8.5% | +16.8% | +11.3% |
| 3M | +8.7% | +20.6% | -11.9% | +1.3% |
| 6M | +29.1% | +7.2% | +21.9% | +24.3% |
| YTD | +53.7% | -3.9% | +57.5% | +52.6% |
| 1Y | +43.2% | -3.6% | +46.8% | +41.9% |
| 3Y | +21.4% | +60.7% | -39.3% | -1.1% |
| 5Y | +67.1% | +42.2% | +24.9% | +40.4% |
| 10Y | +176.6% | +195.5% | -18.9% | +74.5% |
| All | +1,068.4% | +1,094.8% | -26.4% | +468.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling