+124.9%
WBD vs ACM
-48.9%
+173.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | -0.6% | -5.9% | +5.3% | -0.1% |
| 30D | +4.2% | -6.2% | +10.4% | +4.7% |
| 3M | +7.5% | -7.9% | +15.4% | +8.0% |
| 6M | +1.6% | -30.6% | +32.2% | +6.4% |
| YTD | -2.2% | -33.3% | +31.1% | +2.2% |
| 1Y | +124.9% | -49.2% | +174.1% | +159.2% |
| All | +124.9% | -48.9% | +173.8% | +159.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling