+642.9%
WDC vs ADM
+133.7%
+509.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.7% | -7.7% | -6.3% |
| 7D | +12.1% | +4.2% | +7.9% | +9.9% |
| 30D | -18.8% | -12.8% | -6.0% | -13.8% |
| 3M | -39.3% | -8.5% | -30.8% | -37.3% |
| 6M | -40.1% | -10.9% | -29.2% | -37.5% |
| YTD | +71.8% | +29.4% | +42.4% | +49.0% |
| 1Y | +88.5% | +27.5% | +60.9% | +64.1% |
| 3Y | +770.0% | +10.3% | +759.7% | +666.6% |
| 5Y | +549.0% | +27.4% | +521.7% | +368.8% |
| All | +642.9% | +133.7% | +509.1% | +241.7% |
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