+2.8%
ACM vs WTW
+41.5%
-38.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -1.8% |
| 7D | -3.7% | -7.1% | +3.4% | -1.1% |
| 30D | -12.7% | -8.5% | -4.1% | -9.8% |
| 3M | -9.8% | +20.6% | -30.4% | -15.9% |
| 6M | -31.4% | +7.2% | -38.6% | -33.5% |
| YTD | -32.1% | -3.9% | -28.2% | -31.8% |
| 1Y | -47.8% | -3.6% | -44.2% | -47.8% |
| 3Y | -22.1% | +60.7% | -82.8% | -40.7% |
| All | +2.8% | +41.5% | -38.8% | -20.6% |
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