+4,666.7%
WMB vs ADM
+1,561.3%
+3,105.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -13.8% | -9.0% | -4.8% | -10.5% |
| 30D | -10.3% | -14.0% | +3.7% | -4.9% |
| 3M | -10.1% | -9.2% | -0.9% | -6.9% |
| 6M | -11.8% | -9.2% | -2.7% | -9.2% |
| YTD | +8.9% | +24.2% | -15.3% | -2.2% |
| 1Y | +14.0% | +27.0% | -13.0% | +1.1% |
| 3Y | +100.5% | +6.6% | +93.9% | +81.7% |
| 5Y | +179.5% | +25.0% | +154.5% | +132.9% |
| 10Y | +272.7% | +100.2% | +172.5% | +149.4% |
| All | +4,666.7% | +1,561.3% | +3,105.4% | +1,494.0% |
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