+148.4%
WBD vs ADM
+18.5%
+129.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +5.0% | +11.0% | -6.0% | +2.1% |
| 3M | +6.2% | +6.0% | +0.2% | +4.3% |
| 6M | +0.6% | +26.9% | -26.3% | -6.6% |
| YTD | -2.4% | +50.0% | -52.4% | -14.3% |
| 1Y | +127.7% | +39.6% | +88.1% | +104.1% |
| 3Y | +148.4% | +18.5% | +129.9% | +139.5% |
| All | +148.4% | +18.5% | +129.9% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling