+5.7%
ADM vs WU
-20.5%
+26.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.0% |
| 7D | -1.8% | +11.0% | -12.9% | -3.9% |
| 30D | -13.3% | +13.4% | -26.7% | -15.5% |
| 3M | -13.4% | +2.2% | -15.6% | -13.9% |
| 6M | -9.6% | -18.2% | +8.6% | -6.4% |
| YTD | +23.0% | -18.3% | +41.3% | +26.7% |
| 1Y | +27.4% | -12.2% | +39.5% | +28.6% |
| 3Y | +5.7% | -20.8% | +26.5% | +10.2% |
| All | +5.7% | -20.5% | +26.1% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling