-47.0%
ACM vs WETO
-99.3%
+52.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.4% | -8.5% | +3.0% |
| 7D | +9.5% | +3.6% | +6.0% | +9.5% |
| 30D | +14.7% | -17.2% | +32.0% | +14.7% |
| 3M | -9.5% | -83.7% | +74.2% | -10.9% |
| 6M | -18.0% | -98.3% | +80.2% | -19.9% |
| YTD | -27.3% | -99.0% | +71.7% | -29.0% |
| 1Y | -47.0% | -99.4% | +52.4% | -46.5% |
| All | -47.0% | -99.3% | +52.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling