+1,245.5%
WDC vs ACM
+128.0%
+1,117.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.6% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +9.9% | -12.9% | +22.9% | +17.9% |
| 3M | -9.4% | -6.4% | -3.0% | -8.5% |
| 6M | +94.7% | -29.2% | +123.9% | +135.0% |
| YTD | +177.4% | -29.9% | +207.3% | +230.9% |
| 1Y | +412.6% | -47.3% | +459.9% | +633.4% |
| 3Y | +1,359.8% | -19.6% | +1,379.4% | +1,448.8% |
| 5Y | +992.6% | +5.5% | +987.0% | +847.7% |
| 10Y | +1,245.5% | +129.7% | +1,115.8% | +629.1% |
| All | +1,245.5% | +128.0% | +1,117.5% | +629.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling