+113.2%
WDC vs ACM
-46.6%
+159.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.7% | -7.0% |
| 7D | -18.3% | +9.5% | -27.8% | -19.1% |
| 30D | -26.7% | +14.7% | -41.4% | -27.8% |
| 3M | -40.9% | -9.5% | -31.5% | -39.7% |
| 6M | -26.8% | -18.0% | -8.7% | -21.9% |
| YTD | +88.2% | -27.3% | +115.4% | +101.8% |
| 1Y | +113.2% | -47.0% | +160.2% | +151.5% |
| All | +113.2% | -46.6% | +159.8% | +151.5% |
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