+63.3%
WM vs ACM
+1.8%
+61.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | +1.5% |
| 7D | +4.5% | +5.1% | -0.6% | +3.7% |
| 30D | +16.1% | +11.5% | +4.6% | +14.0% |
| 3M | +8.0% | -10.5% | +18.5% | +9.7% |
| 6M | +8.4% | -20.4% | +28.8% | +12.0% |
| YTD | +11.2% | -28.9% | +40.1% | +16.9% |
| 1Y | +22.3% | -48.7% | +71.0% | +37.1% |
| 3Y | +50.2% | -12.5% | +62.8% | +45.6% |
| 5Y | +63.3% | +0.5% | +62.8% | +48.3% |
| All | +63.3% | +1.8% | +61.5% | +48.3% |
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