+1,657.1%
WAB vs ACM
+252.7%
+1,404.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +4.0% | +6.6% | -2.6% | +0.8% |
| 30D | +6.3% | +19.8% | -13.4% | -2.9% |
| 3M | +3.3% | -3.1% | +6.4% | +3.6% |
| 6M | +14.5% | -11.5% | +26.0% | +18.7% |
| YTD | +42.7% | -24.7% | +67.4% | +58.7% |
| 1Y | +45.2% | -45.1% | +90.2% | +88.8% |
| 3Y | +173.8% | -8.9% | +182.6% | +171.2% |
| 5Y | +223.8% | +5.4% | +218.4% | +196.5% |
| 10Y | +280.5% | +131.1% | +149.4% | +124.2% |
| All | +1,657.1% | +252.7% | +1,404.3% | +662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling