+148.4%
WBD vs ACM
-19.8%
+168.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +5.0% | -12.9% | +17.9% | +10.2% |
| 3M | +6.2% | -6.4% | +12.6% | +7.7% |
| 6M | +0.6% | -29.2% | +29.8% | +15.6% |
| YTD | -2.4% | -29.9% | +27.5% | +10.7% |
| 1Y | +127.7% | -47.3% | +175.0% | +207.4% |
| 3Y | +148.4% | -19.6% | +168.0% | +125.7% |
| All | +148.4% | -19.8% | +168.2% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling