+26,336.4%
WM vs ADM
+1,908.9%
+24,427.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | +3.8% | -4.1% | -1.1% |
| 30D | -2.4% | +9.8% | -12.1% | -4.4% |
| 3M | +0.4% | +2.1% | -1.7% | -0.2% |
| 6M | -9.5% | +27.5% | -37.0% | -14.5% |
| YTD | +0.5% | +50.2% | -49.7% | -8.3% |
| 1Y | -1.1% | +40.6% | -41.7% | -8.7% |
| 3Y | +46.0% | +17.2% | +28.8% | +37.1% |
| 5Y | +51.8% | +61.9% | -10.1% | +31.1% |
| 10Y | +307.5% | +159.3% | +148.2% | +212.1% |
| All | +26,336.4% | +1,908.9% | +24,427.5% | +11,581.8% |
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