+1,489.6%
WCN vs ACM
+252.7%
+1,236.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +2.6% | +6.6% | -4.0% | +1.0% |
| 30D | +25.3% | +19.8% | +5.5% | +19.8% |
| 3M | +15.2% | -3.1% | +18.4% | +15.6% |
| 6M | +26.4% | -11.5% | +37.9% | +29.1% |
| YTD | +9.9% | -24.7% | +34.6% | +16.5% |
| 1Y | +16.2% | -45.1% | +61.2% | +32.7% |
| 3Y | +49.4% | -8.9% | +58.3% | +48.4% |
| 5Y | +46.2% | +5.4% | +40.8% | +38.6% |
| 10Y | +305.7% | +131.1% | +174.6% | +198.1% |
| All | +1,489.6% | +252.7% | +1,236.9% | +823.1% |
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