+120.6%
ADM vs WWD
+442.7%
-322.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.6% |
| 7D | +0.7% | +8.2% | -7.5% | -1.3% |
| 30D | -14.7% | -0.2% | -14.5% | -15.0% |
| 3M | -10.4% | -8.4% | -2.0% | -9.0% |
| 6M | -10.9% | -9.5% | -1.4% | -9.9% |
| YTD | +26.0% | +10.1% | +15.9% | +19.3% |
| 1Y | +26.5% | +21.6% | +4.9% | +16.0% |
| 3Y | +8.2% | +149.6% | -141.4% | -22.8% |
| 5Y | +24.0% | +191.3% | -167.3% | -18.1% |
| All | +120.6% | +442.7% | -322.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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