+1,489.5%
ADM vs WWD
+15,408.5%
-13,919.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +3.8% | +1.3% | +2.5% | +3.4% |
| 30D | +9.8% | -7.2% | +16.9% | +11.6% |
| 3M | +2.1% | -3.8% | +6.0% | +2.4% |
| 6M | +27.5% | -9.9% | +37.4% | +29.0% |
| YTD | +50.2% | +14.8% | +35.4% | +42.7% |
| 1Y | +40.6% | +42.1% | -1.5% | +26.0% |
| 3Y | +17.2% | +170.8% | -153.6% | -12.5% |
| 5Y | +61.9% | +197.5% | -135.6% | +15.8% |
| 10Y | +159.3% | +477.8% | -318.5% | +49.8% |
| All | +1,489.5% | +15,408.5% | -13,919.1% | +531.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling