+17,845.4%
WDC vs ADM
+1,908.9%
+15,936.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.8% |
| 7D | +1.7% | +3.8% | -2.0% | +0.3% |
| 30D | -10.0% | +9.8% | -19.7% | -13.2% |
| 3M | -18.8% | +2.1% | -20.9% | -19.6% |
| 6M | +79.0% | +27.5% | +51.5% | +62.3% |
| YTD | +171.6% | +50.2% | +121.3% | +131.0% |
| 1Y | +417.4% | +40.6% | +376.8% | +347.1% |
| 3Y | +1,251.8% | +17.2% | +1,234.6% | +1,100.2% |
| 5Y | +911.7% | +61.9% | +849.8% | +670.2% |
| 10Y | +1,399.6% | +159.3% | +1,240.4% | +855.0% |
| All | +17,845.4% | +1,908.9% | +15,936.5% | +4,942.3% |
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