+465.9%
WCC vs ACM
+147.1%
+318.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.2% | +2.9% | +4.0% |
| 7D | -5.7% | +6.9% | -12.6% | -10.6% |
| 30D | -13.5% | +19.1% | -32.5% | -24.9% |
| 3M | -12.9% | -6.9% | -5.9% | -10.0% |
| 6M | -10.7% | -12.0% | +1.4% | -5.1% |
| YTD | +30.0% | -25.1% | +55.1% | +55.1% |
| 1Y | +24.7% | -45.4% | +70.1% | +93.3% |
| 3Y | +136.6% | -6.9% | +143.5% | +129.5% |
| 5Y | +143.9% | +3.7% | +140.2% | +119.3% |
| 10Y | +465.9% | +135.8% | +330.2% | +185.5% |
| All | +465.9% | +147.1% | +318.8% | +185.5% |
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