+141.1%
WEC vs ACM
+128.0%
+13.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | -12.9% | +13.3% | +1.8% |
| 3M | -2.9% | -6.4% | +3.4% | -2.4% |
| 6M | -5.9% | -29.2% | +23.3% | -2.2% |
| YTD | +4.1% | -29.9% | +34.1% | +8.1% |
| 1Y | +3.1% | -47.3% | +50.4% | +11.0% |
| 3Y | +40.8% | -19.6% | +60.4% | +41.7% |
| 5Y | +31.7% | +5.5% | +26.2% | +27.1% |
| 10Y | +141.1% | +129.7% | +11.4% | +120.0% |
| All | +141.1% | +128.0% | +13.1% | +120.0% |
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