+4.2%
WBD vs ADM
+67.1%
-62.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.2% | -1.5% |
| 7D | -1.7% | +1.4% | -3.1% | -2.1% |
| 30D | +3.9% | +8.2% | -4.3% | +1.3% |
| 3M | +5.1% | +8.7% | -3.6% | +2.1% |
| 6M | +0.6% | +29.1% | -28.5% | -7.9% |
| YTD | -3.2% | +53.7% | -56.8% | -16.5% |
| 1Y | +127.7% | +43.2% | +84.4% | +100.1% |
| 3Y | +146.6% | +21.4% | +125.1% | +122.7% |
| 5Y | +4.2% | +67.1% | -62.9% | -28.2% |
| All | +4.2% | +67.1% | -62.9% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling