+130.8%
WMT vs ADM
+67.1%
+63.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -5.8% | +8.2% | -14.0% | -6.7% |
| 3M | -10.8% | +8.7% | -19.5% | -11.7% |
| 6M | -14.3% | +29.1% | -43.4% | -17.1% |
| YTD | -4.4% | +53.7% | -58.1% | -9.3% |
| 1Y | +4.3% | +43.2% | -38.9% | -0.3% |
| 3Y | +100.1% | +21.4% | +78.7% | +92.6% |
| 5Y | +130.8% | +67.1% | +63.7% | +110.2% |
| All | +130.8% | +67.1% | +63.7% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling