+228.1%
ACM vs WTW
+328.2%
-100.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.7% |
| 7D | -0.3% | -2.7% | +2.4% | +1.2% |
| 30D | -12.9% | -5.6% | -7.3% | -10.2% |
| 3M | -6.4% | +26.5% | -32.9% | -18.1% |
| 6M | -29.2% | +8.1% | -37.4% | -33.4% |
| YTD | -29.9% | -0.3% | -29.6% | -31.7% |
| 1Y | -47.3% | -0.9% | -46.4% | -48.6% |
| 3Y | -19.6% | +66.6% | -86.2% | -43.3% |
| 5Y | +5.5% | +54.0% | -48.5% | -23.3% |
| 10Y | +129.7% | +198.1% | -68.5% | +8.4% |
| All | +228.1% | +328.2% | -100.1% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling