+508.1%
WCC vs ACM
+128.0%
+380.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.1% |
| 7D | +8.5% | -0.3% | +8.8% | +8.7% |
| 30D | -1.0% | -12.9% | +11.9% | +8.5% |
| 3M | +2.1% | -6.4% | +8.5% | +4.6% |
| 6M | +36.8% | -29.2% | +66.0% | +75.0% |
| YTD | +47.7% | -29.9% | +77.7% | +86.7% |
| 1Y | +66.5% | -47.3% | +113.8% | +165.1% |
| 3Y | +134.2% | -19.6% | +153.8% | +159.1% |
| 5Y | +231.6% | +5.5% | +226.1% | +194.8% |
| 10Y | +508.1% | +129.7% | +378.4% | +212.9% |
| All | +508.1% | +128.0% | +380.2% | +212.9% |
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