+176.6%
ADM vs WWD
+479.8%
-303.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +1.4% | +0.6% | +0.7% | +1.2% |
| 30D | +8.2% | -5.1% | +13.3% | +9.5% |
| 3M | +8.7% | -11.2% | +19.9% | +11.3% |
| 6M | +29.1% | -12.0% | +41.1% | +31.5% |
| YTD | +53.7% | +12.0% | +41.7% | +45.6% |
| 1Y | +43.2% | +42.8% | +0.4% | +25.9% |
| 3Y | +21.4% | +168.9% | -147.5% | -14.7% |
| 5Y | +67.1% | +192.2% | -125.1% | +11.2% |
| 10Y | +176.6% | +495.3% | -318.7% | +53.6% |
| All | +176.6% | +479.8% | -303.2% | +53.6% |
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