+417.4%
WDC vs ACM
-45.8%
+463.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +5.9% |
| 7D | +1.7% | -3.7% | +5.5% | +2.4% |
| 30D | -10.0% | -11.1% | +1.1% | -7.7% |
| 3M | -18.8% | -8.0% | -10.8% | -17.5% |
| 6M | +79.0% | -29.7% | +108.7% | +98.5% |
| YTD | +171.6% | -29.4% | +200.9% | +195.6% |
| 1Y | +417.4% | -46.4% | +463.8% | +521.6% |
| All | +417.4% | -45.8% | +463.2% | +521.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling