+66.3%
WDC vs ADM
+25.0%
+41.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -16.7% | -1.8% | -14.9% | -16.4% |
| 30D | -27.2% | -13.3% | -13.9% | -25.4% |
| 3M | -34.0% | -13.4% | -20.6% | -32.6% |
| 6M | -39.7% | -9.6% | -30.1% | -38.7% |
| YTD | +68.1% | +23.0% | +45.0% | +64.6% |
| 1Y | +66.3% | +27.4% | +38.9% | +67.5% |
| All | +66.3% | +25.0% | +41.3% | +67.5% |
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 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