+62.6%
ADM vs WU
-51.1%
+113.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | -0.1% | -0.8% | +0.8% | +0.1% |
| 30D | +11.0% | -1.1% | +12.2% | +11.2% |
| 3M | +6.0% | -1.8% | +7.8% | +5.6% |
| 6M | +26.9% | -23.9% | +50.8% | +33.1% |
| YTD | +50.0% | -20.4% | +70.4% | +55.4% |
| 1Y | +39.6% | -10.6% | +50.2% | +40.4% |
| 3Y | +18.5% | -27.7% | +46.3% | +23.5% |
| 5Y | +62.6% | -51.1% | +113.7% | +88.2% |
| All | +62.6% | -51.1% | +113.7% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling