+934.3%
WM vs ACM
+240.6%
+693.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.9% |
| 7D | +5.9% | +9.5% | -3.6% | +3.6% |
| 30D | +15.4% | +14.7% | +0.7% | +11.5% |
| 3M | +6.3% | -9.5% | +15.8% | +8.4% |
| 6M | +5.6% | -18.0% | +23.6% | +9.8% |
| YTD | +9.9% | -27.3% | +37.2% | +17.1% |
| 1Y | +20.8% | -47.0% | +67.8% | +38.8% |
| 3Y | +48.5% | -10.6% | +59.1% | +47.2% |
| 5Y | +60.6% | +5.3% | +55.3% | +50.6% |
| 10Y | +349.8% | +167.0% | +182.8% | +213.6% |
| All | +934.3% | +240.6% | +693.7% | +444.7% |
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