+10,793.7%
WMT vs ADM
+1,630.9%
+9,162.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.9% |
| 7D | +2.0% | +4.2% | -2.1% | +1.2% |
| 30D | +10.3% | -12.8% | +23.1% | +13.4% |
| 3M | +11.0% | -8.5% | +19.4% | +12.7% |
| 6M | -2.3% | -10.9% | +8.6% | -0.5% |
| YTD | +15.7% | +29.4% | -13.7% | +8.8% |
| 1Y | +26.0% | +27.5% | -1.6% | +18.8% |
| 3Y | +136.5% | +10.3% | +126.2% | +124.8% |
| 5Y | +176.8% | +27.4% | +149.5% | +151.3% |
| 10Y | +537.5% | +134.6% | +403.0% | +394.9% |
| All | +10,793.7% | +1,630.9% | +9,162.8% | +3,791.7% |
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