+528.7%
WDC vs ACM
-2.7%
+531.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -28.0% | +5.4% | -33.3% | -29.8% |
| 30D | -34.9% | +15.1% | -50.1% | -39.3% |
| 3M | -41.6% | -10.5% | -31.1% | -39.0% |
| 6M | -45.4% | -19.7% | -25.7% | -39.9% |
| YTD | +53.3% | -28.8% | +82.1% | +78.1% |
| 1Y | +61.5% | -47.9% | +109.4% | +129.0% |
| 3Y | +712.3% | -12.4% | +724.7% | +699.3% |
| All | +528.7% | -2.7% | +531.4% | +458.4% |
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