+9.2%
WBD vs ADM
+164.4%
-155.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +3.5% | +10.3% | +12.2% |
| 7D | +13.8% | +3.5% | +10.3% | +12.2% |
| 30D | +13.8% | +3.5% | +10.3% | +12.2% |
| 3M | +13.8% | +3.5% | +10.3% | +12.2% |
| 6M | +13.3% | +13.2% | +0.1% | +7.2% |
| YTD | +7.4% | +46.4% | -39.0% | -10.2% |
| 1Y | +63.0% | +39.1% | +23.9% | +38.9% |
| 3Y | +206.7% | +24.7% | +182.1% | +165.2% |
| 5Y | +18.4% | +52.5% | -34.2% | -13.3% |
| All | +9.2% | +164.4% | -155.2% | -43.6% |
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