+12.0%
WBD vs ACM
+131.7%
-119.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | -0.6% | -5.9% | +5.3% | +2.0% |
| 30D | +4.2% | -6.2% | +10.4% | +6.4% |
| 3M | +7.5% | -7.9% | +15.4% | +9.8% |
| 6M | +1.6% | -30.6% | +32.2% | +17.0% |
| YTD | -2.2% | -33.3% | +31.1% | +13.4% |
| 1Y | +124.9% | -49.2% | +174.1% | +195.2% |
| 3Y | +149.1% | -23.5% | +172.6% | +167.4% |
| 5Y | +7.8% | +0.9% | +6.9% | +1.7% |
| All | +12.0% | +131.7% | -119.7% | -26.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling