+1,214.4%
ADM vs WWD
+14,113.5%
-12,899.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.5% |
| 7D | -9.0% | +4.2% | -13.2% | -10.1% |
| 30D | -14.0% | -2.1% | -11.8% | -13.9% |
| 3M | -9.2% | -13.2% | +4.0% | -6.6% |
| 6M | -9.2% | -16.9% | +7.7% | -6.3% |
| YTD | +24.2% | +5.2% | +19.0% | +19.9% |
| 1Y | +27.0% | +20.6% | +6.4% | +18.1% |
| 3Y | +6.6% | +146.3% | -139.7% | -18.9% |
| 5Y | +25.0% | +171.3% | -146.4% | -9.0% |
| 10Y | +100.2% | +471.3% | -371.1% | +15.6% |
| All | +1,214.4% | +14,113.5% | -12,899.1% | +430.6% |
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 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