+653.4%
WDC vs ACM
+147.1%
+506.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.2% | +4.7% | +6.7% |
| 7D | -14.4% | +6.9% | -21.3% | -17.6% |
| 30D | -27.1% | +19.1% | -46.1% | -34.5% |
| 3M | -33.3% | -6.9% | -26.3% | -31.5% |
| 6M | -39.6% | -12.0% | -27.6% | -36.8% |
| YTD | +68.4% | -25.1% | +93.5% | +92.6% |
| 1Y | +78.2% | -45.4% | +123.6% | +151.0% |
| 3Y | +772.0% | -6.9% | +778.9% | +740.5% |
| 5Y | +584.9% | +3.7% | +581.2% | +500.9% |
| 10Y | +653.4% | +135.8% | +517.7% | +291.1% |
| All | +653.4% | +147.1% | +506.3% | +291.1% |
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