+2.2%
ACM vs WTW
+55.3%
-53.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.1% |
| 7D | +5.6% | +2.0% | +3.7% | +4.9% |
| 30D | +20.8% | +12.9% | +7.9% | +15.7% |
| 3M | +11.4% | +0.7% | +10.7% | +11.0% |
| 6M | +0.9% | +39.5% | -38.5% | -10.6% |
| YTD | -24.8% | +3.1% | -27.9% | -26.4% |
| 1Y | -46.4% | +4.8% | -51.2% | -47.9% |
| 3Y | -9.2% | +42.9% | -52.2% | -24.8% |
| All | +2.2% | +55.3% | -53.0% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling