+336.4%
WM vs ADM
+98.0%
+238.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +1.2% | -9.0% | +10.2% | +3.6% |
| 30D | +13.1% | -14.0% | +27.1% | +17.3% |
| 3M | +3.6% | -9.2% | +12.8% | +5.8% |
| 6M | +8.1% | -9.2% | +17.2% | +10.1% |
| YTD | +8.9% | +24.2% | -15.3% | +1.8% |
| 1Y | +20.3% | +27.0% | -6.6% | +11.7% |
| 3Y | +46.2% | +6.6% | +39.6% | +38.7% |
| 5Y | +59.9% | +25.0% | +34.9% | +37.8% |
| All | +336.4% | +98.0% | +238.5% | +184.6% |
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