+10,632.1%
WMT vs ADM
+1,585.0%
+9,047.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | +12.4% | -14.7% | +27.1% | +16.0% |
| 3M | +9.0% | -10.4% | +19.5% | +11.2% |
| 6M | -3.0% | -10.9% | +8.0% | -1.1% |
| YTD | +14.0% | +26.0% | -12.0% | +7.8% |
| 1Y | +23.0% | +26.5% | -3.5% | +16.2% |
| 3Y | +135.1% | +8.2% | +126.9% | +124.3% |
| 5Y | +172.7% | +24.0% | +148.8% | +148.9% |
| 10Y | +528.1% | +128.4% | +399.7% | +390.2% |
| All | +10,632.1% | +1,585.0% | +9,047.1% | +3,755.2% |
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 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