+136.6%
WCC vs ACM
-7.9%
+144.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.2% | +2.9% | +5.2% |
| 7D | -5.7% | +6.9% | -12.6% | -9.1% |
| 30D | -13.5% | +19.1% | -32.5% | -21.5% |
| 3M | -12.9% | -6.9% | -5.9% | -9.8% |
| 6M | -10.7% | -12.0% | +1.4% | -4.9% |
| YTD | +30.0% | -25.1% | +55.1% | +52.3% |
| 1Y | +24.7% | -45.4% | +70.1% | +90.5% |
| 3Y | +136.6% | -6.9% | +143.5% | +113.7% |
| All | +136.6% | -7.9% | +144.4% | +113.7% |
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