+59.7%
WM vs ACM
-2.7%
+62.5%
-18.1%
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 | +1.2% | +5.4% | -4.2% | +0.3% |
| 30D | +13.1% | +15.1% | -2.0% | +10.6% |
| 3M | +3.6% | -10.5% | +14.1% | +5.2% |
| 6M | +8.1% | -19.7% | +27.8% | +11.5% |
| YTD | +8.9% | -28.8% | +37.7% | +14.5% |
| 1Y | +20.3% | -47.9% | +68.2% | +34.4% |
| 3Y | +46.2% | -12.4% | +58.5% | +41.6% |
| All | +59.7% | -2.7% | +62.5% | +45.9% |
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