+29,154.7%
WM vs ADM
+1,573.2%
+27,581.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +4.5% | -7.5% | +12.0% | +6.2% |
| 30D | +16.1% | -14.3% | +30.3% | +19.8% |
| 3M | +8.0% | -8.6% | +16.6% | +9.8% |
| 6M | +8.4% | -9.9% | +18.3% | +10.4% |
| YTD | +11.2% | +25.1% | -13.9% | +5.3% |
| 1Y | +22.3% | +28.8% | -6.5% | +15.0% |
| 3Y | +50.2% | +6.9% | +43.4% | +43.6% |
| 5Y | +63.3% | +25.9% | +37.4% | +48.7% |
| 10Y | +355.0% | +101.7% | +253.3% | +267.0% |
| All | +29,154.7% | +1,573.2% | +27,581.6% | +13,316.9% |
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