+29.0%
WCN vs ACM
+4.8%
+24.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -2.1% | -12.9% | +10.8% | +0.8% |
| 3M | +6.4% | -6.4% | +12.7% | +7.5% |
| 6M | -3.7% | -29.2% | +25.5% | +4.0% |
| YTD | -6.4% | -29.9% | +23.6% | +1.3% |
| 1Y | -7.9% | -47.3% | +39.3% | +6.2% |
| 3Y | +20.8% | -19.6% | +40.4% | +21.0% |
| 5Y | +29.0% | +5.5% | +23.5% | +18.4% |
| All | +29.0% | +4.8% | +24.2% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling