+1,541.8%
WAB vs ACM
+233.3%
+1,308.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +1.4% | +5.4% | -3.9% | -1.2% |
| 30D | +0.4% | +15.1% | -14.7% | -6.5% |
| 3M | -3.8% | -10.5% | +6.6% | +0.2% |
| 6M | +5.1% | -19.7% | +24.8% | +14.5% |
| YTD | +33.3% | -28.8% | +62.1% | +52.5% |
| 1Y | +39.8% | -47.9% | +87.7% | +86.6% |
| 3Y | +161.1% | -12.4% | +173.4% | +163.5% |
| 5Y | +209.5% | +0.6% | +208.9% | +190.0% |
| 10Y | +293.8% | +161.3% | +132.6% | +118.5% |
| All | +1,541.8% | +233.3% | +1,308.5% | +632.7% |
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