-9.2%
ACM vs WTW
+44.7%
-53.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | +5.6% | +2.0% | +3.7% | +5.1% |
| 30D | +20.8% | +12.9% | +7.9% | +17.3% |
| 3M | +11.4% | +0.7% | +10.7% | +11.0% |
| 6M | +0.9% | +39.5% | -38.5% | -6.3% |
| YTD | -24.8% | +3.1% | -27.9% | -25.6% |
| 1Y | -46.4% | +4.8% | -51.2% | -47.3% |
| 3Y | -9.2% | +42.9% | -52.2% | -17.1% |
| All | -9.2% | +44.7% | -53.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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