+238.5%
WCN vs ACM
+124.8%
+113.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.4% |
| 7D | -1.7% | -3.7% | +1.9% | -0.9% |
| 30D | -3.0% | -12.7% | +9.7% | -0.1% |
| 3M | +2.5% | -9.8% | +12.3% | +4.6% |
| 6M | -5.7% | -31.4% | +25.7% | +2.4% |
| YTD | -7.4% | -32.1% | +24.6% | +0.7% |
| 1Y | -8.6% | -47.8% | +39.2% | +5.4% |
| 3Y | +19.4% | -22.1% | +41.5% | +22.8% |
| 5Y | +27.2% | +1.8% | +25.4% | +21.0% |
| 10Y | +238.5% | +132.5% | +106.0% | +157.0% |
| All | +238.5% | +124.8% | +113.8% | +157.0% |
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