+1,359.8%
WDC vs ADM
+18.5%
+1,341.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +9.9% | +11.0% | -1.1% | +8.8% |
| 3M | -9.4% | +6.0% | -15.4% | -10.0% |
| 6M | +94.7% | +26.9% | +67.8% | +91.4% |
| YTD | +177.4% | +50.0% | +127.3% | +170.5% |
| 1Y | +412.6% | +39.6% | +373.0% | +401.8% |
| 3Y | +1,359.8% | +18.5% | +1,341.2% | +1,283.7% |
| All | +1,359.8% | +18.5% | +1,341.2% | +1,283.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling