+10.8%
WBD vs ACM
+135.8%
-125.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.6% |
| 7D | -1.7% | -3.7% | +2.0% | -0.1% |
| 30D | +3.9% | -12.7% | +16.5% | +9.2% |
| 3M | +5.1% | -9.8% | +14.9% | +8.3% |
| 6M | +0.6% | -31.4% | +32.0% | +16.5% |
| YTD | -3.2% | -32.1% | +28.9% | +11.4% |
| 1Y | +127.7% | -47.8% | +175.5% | +195.4% |
| 3Y | +146.6% | -22.1% | +168.6% | +162.6% |
| 5Y | +4.2% | +1.8% | +2.4% | -2.1% |
| All | +10.8% | +135.8% | -125.0% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling