+280.9%
WMB vs ADM
+118.6%
+162.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +1.2% |
| 7D | +1.6% | +0.1% | +1.4% | +1.5% |
| 30D | -7.1% | -11.8% | +4.7% | -2.4% |
| 3M | -4.0% | -11.3% | +7.3% | +0.3% |
| 6M | -5.7% | -10.0% | +4.3% | -2.6% |
| YTD | +17.2% | +25.9% | -8.7% | +4.0% |
| 1Y | +17.2% | +26.7% | -9.5% | +3.5% |
| 3Y | +121.1% | +8.1% | +112.9% | +100.1% |
| 5Y | +197.2% | +23.5% | +173.7% | +138.5% |
| 10Y | +280.9% | +128.2% | +152.7% | +103.8% |
| All | +280.9% | +118.6% | +162.3% | +103.8% |
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 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