+20.3%
WM vs ACM
-48.7%
+69.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.2% | +5.4% | -4.2% | +1.0% |
| 30D | +13.1% | +15.1% | -2.0% | +12.5% |
| 3M | +3.6% | -10.5% | +14.1% | +3.7% |
| 6M | +8.1% | -19.7% | +27.8% | +8.0% |
| YTD | +8.9% | -28.8% | +37.7% | +10.0% |
| 1Y | +20.3% | -47.9% | +68.2% | +17.6% |
| All | +20.3% | -48.7% | +69.1% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling