+195.2%
WEC vs ACM
+131.3%
+63.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | +5.1% | -5.8% | -1.4% |
| 30D | +11.0% | +18.7% | -7.7% | +8.5% |
| 3M | +8.6% | +15.5% | -6.9% | +6.5% |
| 6M | +6.2% | +1.2% | +5.0% | +5.5% |
| YTD | +14.3% | -25.2% | +39.5% | +17.8% |
| 1Y | +8.4% | -46.3% | +54.7% | +17.1% |
| 3Y | +62.9% | -9.6% | +72.4% | +61.2% |
| 5Y | +55.8% | +4.4% | +51.4% | +50.1% |
| All | +195.2% | +131.3% | +63.9% | +155.9% |
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