+128.2%
ADM vs WU
-37.2%
+165.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.4% | +3.3% |
| 7D | +0.1% | +2.1% | -2.0% | -0.7% |
| 30D | -11.8% | +10.1% | -22.0% | -14.7% |
| 3M | -11.3% | -1.1% | -10.1% | -11.4% |
| 6M | -10.0% | -19.8% | +9.8% | -4.9% |
| YTD | +25.9% | -20.8% | +46.7% | +32.7% |
| 1Y | +26.7% | -15.1% | +41.8% | +30.1% |
| 3Y | +8.1% | -23.2% | +31.3% | +12.6% |
| 5Y | +23.5% | -42.6% | +66.1% | +39.4% |
| 10Y | +128.2% | -38.9% | +167.1% | +153.8% |
| All | +128.2% | -37.2% | +165.4% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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