+466.7%
WCC vs ACM
+230.8%
+235.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.1% |
| 7D | +4.5% | -3.7% | +8.2% | +7.0% |
| 30D | -5.8% | -11.1% | +5.3% | 0.0% |
| 3M | -3.7% | -8.0% | +4.3% | -0.4% |
| 6M | +23.1% | -29.7% | +52.7% | +50.1% |
| YTD | +44.2% | -29.4% | +73.5% | +73.1% |
| 1Y | +62.1% | -46.4% | +108.5% | +130.9% |
| 3Y | +121.1% | -22.3% | +143.5% | +150.6% |
| 5Y | +214.0% | +4.5% | +209.5% | +200.4% |
| 10Y | +472.8% | +127.6% | +345.1% | +253.9% |
| All | +466.7% | +230.8% | +235.9% | +166.5% |
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 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