+11.4%
WBD vs ADM
+177.9%
-166.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | +2.5% | -3.2% | -1.8% |
| 30D | +1.4% | +9.5% | -8.0% | -2.5% |
| 3M | +4.4% | +10.6% | -6.2% | -0.5% |
| 6M | +0.8% | +24.0% | -23.2% | -9.2% |
| YTD | -2.7% | +54.0% | -56.7% | -20.8% |
| 1Y | +73.4% | +45.3% | +28.1% | +44.0% |
| 3Y | +142.1% | +21.8% | +120.4% | +111.6% |
| 5Y | +7.2% | +66.8% | -59.6% | -24.6% |
| All | +11.4% | +177.9% | -166.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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