+11,005.7%
WDC vs ADM
+1,545.4%
+9,460.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -16.7% | -1.8% | -14.9% | -16.1% |
| 30D | -27.2% | -13.3% | -13.9% | -23.4% |
| 3M | -34.0% | -13.4% | -20.6% | -30.7% |
| 6M | -39.7% | -9.6% | -30.1% | -37.8% |
| YTD | +68.1% | +23.0% | +45.0% | +53.4% |
| 1Y | +66.3% | +27.4% | +38.9% | +49.2% |
| 3Y | +754.4% | +5.7% | +748.7% | +684.8% |
| 5Y | +595.8% | +22.1% | +573.7% | +488.2% |
| 10Y | +660.4% | +106.0% | +554.4% | +426.4% |
| All | +11,005.7% | +1,545.4% | +9,460.3% | +3,247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling