+185.7%
WEC vs ACM
+147.1%
+38.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +0.5% |
| 7D | +0.2% | +6.9% | -6.7% | -0.6% |
| 30D | +12.9% | +19.1% | -6.1% | +10.5% |
| 3M | +9.8% | -6.9% | +16.7% | +10.5% |
| 6M | +6.7% | -12.0% | +18.8% | +8.0% |
| YTD | +14.0% | -25.1% | +39.1% | +17.3% |
| 1Y | +7.3% | -45.4% | +52.8% | +15.4% |
| 3Y | +63.8% | -6.9% | +70.7% | +61.5% |
| 5Y | +54.8% | +3.7% | +51.0% | +49.5% |
| 10Y | +185.7% | +135.8% | +49.9% | +150.4% |
| All | +185.7% | +147.1% | +38.6% | +150.4% |
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 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