+302.1%
WMB vs ADM
+158.6%
+143.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +7.7% | +11.0% | -3.3% | +3.1% |
| 3M | +6.7% | +6.0% | +0.7% | +3.8% |
| 6M | +3.6% | +26.9% | -23.3% | -7.0% |
| YTD | +28.0% | +50.0% | -22.0% | +6.5% |
| 1Y | +37.6% | +39.6% | -2.0% | +17.3% |
| 3Y | +149.0% | +18.5% | +130.5% | +121.6% |
| 5Y | +285.3% | +62.6% | +222.7% | +173.3% |
| 10Y | +302.1% | +162.4% | +139.7% | +101.1% |
| All | +302.1% | +158.6% | +143.4% | +101.1% |
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