+682.0%
WDC vs ACM
+131.3%
+550.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +16.3% | +5.1% | +11.2% | +12.9% |
| 30D | -18.3% | +18.7% | -36.9% | -26.6% |
| 3M | -31.4% | +15.5% | -46.9% | -38.1% |
| 6M | -36.3% | +1.2% | -37.5% | -39.1% |
| YTD | +80.8% | -25.2% | +106.1% | +107.5% |
| 1Y | +87.7% | -46.3% | +134.0% | +169.6% |
| 3Y | +819.4% | -9.6% | +829.0% | +801.4% |
| 5Y | +583.2% | +4.4% | +578.8% | +492.0% |
| All | +682.0% | +131.3% | +550.6% | +294.2% |
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