-33.5%
ACM vs WETO
-99.4%
+65.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.0% |
| 7D | -4.6% | -4.3% | -0.3% | -4.6% |
| 30D | +4.1% | -39.9% | +44.0% | +2.7% |
| 3M | -8.3% | -97.9% | +89.6% | -8.3% |
| 6M | -30.1% | -95.0% | +65.0% | -31.6% |
| YTD | -32.6% | -97.2% | +64.6% | -33.4% |
| 1Y | -49.6% | -98.9% | +49.3% | -49.4% |
| All | -33.5% | -99.4% | +65.9% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling