+54.5%
WEC vs ACM
-2.7%
+57.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.2% | +5.4% | -5.5% | -0.9% |
| 30D | +12.3% | +15.1% | -2.8% | +10.3% |
| 3M | +8.3% | -10.5% | +18.7% | +9.6% |
| 6M | +3.5% | -19.7% | +23.2% | +6.2% |
| YTD | +12.7% | -28.8% | +41.5% | +17.3% |
| 1Y | +8.2% | -47.9% | +56.0% | +19.3% |
| 3Y | +55.9% | -12.4% | +68.2% | +49.9% |
| All | +54.5% | -2.7% | +57.2% | +40.9% |
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 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