+550.8%
WPM vs ACM
+124.8%
+426.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.5% |
| 7D | +3.9% | -3.7% | +7.5% | +4.4% |
| 30D | +17.7% | -12.7% | +30.3% | +19.8% |
| 3M | +39.4% | -9.8% | +49.2% | +41.1% |
| 6M | +6.4% | -31.4% | +37.8% | +12.0% |
| YTD | +34.0% | -32.1% | +66.1% | +41.1% |
| 1Y | +50.5% | -47.8% | +98.3% | +64.2% |
| 3Y | +280.3% | -22.1% | +302.4% | +289.7% |
| 5Y | +266.3% | +1.8% | +264.5% | +263.5% |
| 10Y | +550.8% | +132.5% | +418.3% | +495.4% |
| All | +550.8% | +124.8% | +426.0% | +495.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling