+928.6%
WDC vs ACM
+5.0%
+923.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.0% |
| 7D | +1.7% | -3.7% | +5.5% | +3.6% |
| 30D | -10.0% | -11.1% | +1.1% | -5.4% |
| 3M | -18.8% | -8.0% | -10.8% | -17.0% |
| 6M | +79.0% | -29.7% | +108.7% | +113.4% |
| YTD | +171.6% | -29.4% | +200.9% | +217.2% |
| 1Y | +417.4% | -46.4% | +463.8% | +616.8% |
| 3Y | +1,251.8% | -22.3% | +1,274.1% | +1,345.5% |
| All | +928.6% | +5.0% | +923.7% | +797.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling