+660.4%
WDC vs ADM
+100.5%
+559.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -16.7% | -1.8% | -14.9% | -16.0% |
| 30D | -27.2% | -13.3% | -13.9% | -22.7% |
| 3M | -34.0% | -13.4% | -20.6% | -30.1% |
| 6M | -39.7% | -9.6% | -30.1% | -37.6% |
| YTD | +68.1% | +23.0% | +45.0% | +49.6% |
| 1Y | +66.3% | +27.4% | +38.9% | +44.9% |
| 3Y | +754.4% | +5.7% | +748.7% | +668.8% |
| 5Y | +595.8% | +22.1% | +573.7% | +416.3% |
| 10Y | +660.4% | +106.0% | +554.4% | +265.0% |
| All | +660.4% | +100.5% | +559.9% | +265.0% |
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