+27.5%
ADM vs WWD
+21.4%
+6.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +4.2% | +4.0% | +0.2% | +4.4% |
| 30D | -12.8% | +0.4% | -13.2% | -12.7% |
| 3M | -8.5% | -7.9% | -0.6% | -8.3% |
| 6M | -10.9% | -10.6% | -0.3% | -10.7% |
| YTD | +29.4% | +9.4% | +20.0% | +26.4% |
| 1Y | +27.5% | +25.7% | +1.8% | +21.8% |
| All | +27.5% | +21.4% | +6.2% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling