+113.2%
WDC vs ADM
+29.8%
+83.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.8% |
| 7D | -18.3% | -8.3% | -10.0% | -17.5% |
| 30D | -26.7% | -14.1% | -12.6% | -25.2% |
| 3M | -40.9% | -10.7% | -30.2% | -40.4% |
| 6M | -26.8% | -5.9% | -20.8% | -25.9% |
| YTD | +88.2% | +25.8% | +62.4% | +95.8% |
| 1Y | +113.2% | +21.3% | +91.9% | +117.9% |
| All | +113.2% | +29.8% | +83.3% | +117.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling