+166.5%
WAB vs ACM
-19.2%
+185.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -3.2% | -3.7% | +0.5% | -1.9% |
| 30D | -4.4% | -11.1% | +6.7% | -0.8% |
| 3M | +7.9% | -8.0% | +15.8% | +10.3% |
| 6M | +8.7% | -29.7% | +38.4% | +24.1% |
| YTD | +33.0% | -29.4% | +62.3% | +49.5% |
| 1Y | +46.7% | -46.4% | +93.1% | +89.7% |
| All | +166.5% | -19.2% | +185.7% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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