+845.5%
WM vs ACM
+230.8%
+614.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.6% |
| 30D | -2.4% | -11.1% | +8.7% | +0.1% |
| 3M | +0.4% | -8.0% | +8.4% | +1.9% |
| 6M | -9.5% | -29.7% | +20.2% | -2.3% |
| YTD | +0.5% | -29.4% | +29.9% | +7.9% |
| 1Y | -1.1% | -46.4% | +45.3% | +13.3% |
| 3Y | +46.0% | -22.3% | +68.4% | +50.1% |
| 5Y | +51.8% | +4.5% | +47.3% | +42.5% |
| 10Y | +307.5% | +127.6% | +179.9% | +196.1% |
| All | +845.5% | +230.8% | +614.7% | +402.3% |
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 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