+62.6%
ADM vs WWD
+192.1%
-129.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | -0.1% | +0.8% | -0.9% | -0.2% |
| 30D | +11.0% | -6.4% | +17.5% | +11.9% |
| 3M | +6.0% | -5.6% | +11.6% | +6.3% |
| 6M | +26.9% | -9.1% | +36.0% | +27.5% |
| YTD | +50.0% | +12.5% | +37.5% | +44.9% |
| 1Y | +39.6% | +41.3% | -1.7% | +28.8% |
| 3Y | +18.5% | +170.2% | -151.7% | -7.6% |
| 5Y | +62.6% | +192.5% | -129.9% | +18.5% |
| All | +62.6% | +192.1% | -129.5% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling