+177.2%
WBD vs ACM
+230.8%
-53.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.8% | -3.7% | +1.9% | -0.2% |
| 30D | +8.8% | -11.1% | +19.9% | +13.3% |
| 3M | +4.6% | -8.0% | +12.6% | +6.9% |
| 6M | +1.1% | -29.7% | +30.7% | +14.8% |
| YTD | -2.0% | -29.4% | +27.4% | +10.1% |
| 1Y | +140.0% | -46.4% | +186.4% | +202.1% |
| 3Y | +144.4% | -22.3% | +166.7% | +161.5% |
| 5Y | -0.2% | +4.5% | -4.7% | -6.3% |
| 10Y | +9.1% | +127.6% | -118.5% | -30.9% |
| All | +177.2% | +230.8% | -53.6% | +24.6% |
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 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