+1,268.4%
WCN vs ACM
+230.8%
+1,037.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.6% | -3.7% | +3.1% | +0.3% |
| 30D | +0.4% | -11.1% | +11.5% | +3.0% |
| 3M | +7.3% | -8.0% | +15.3% | +9.0% |
| 6M | -2.5% | -29.7% | +27.2% | +5.4% |
| YTD | -5.4% | -29.4% | +24.0% | +2.0% |
| 1Y | -8.5% | -46.4% | +38.0% | +5.2% |
| 3Y | +20.8% | -22.3% | +43.1% | +25.0% |
| 5Y | +30.0% | +4.5% | +25.6% | +23.4% |
| 10Y | +238.4% | +127.6% | +110.8% | +149.2% |
| All | +1,268.4% | +230.8% | +1,037.6% | +708.6% |
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