+715.4%
WEC vs ACM
+230.8%
+484.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.3% | -3.7% | +3.5% | +0.3% |
| 30D | -1.3% | -11.1% | +9.8% | +0.1% |
| 3M | -3.9% | -8.0% | +4.1% | -3.1% |
| 6M | -8.3% | -29.7% | +21.3% | -4.2% |
| YTD | +3.1% | -29.4% | +32.4% | +7.3% |
| 1Y | +1.9% | -46.4% | +48.4% | +10.3% |
| 3Y | +41.9% | -22.3% | +64.3% | +44.2% |
| 5Y | +30.8% | +4.5% | +26.3% | +26.3% |
| 10Y | +141.9% | +127.6% | +14.3% | +100.3% |
| All | +715.4% | +230.8% | +484.6% | +445.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling