+674.1%
WPM vs ACM
+133.7%
+540.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.2% |
| 7D | +16.4% | +6.6% | +9.7% | +15.3% |
| 30D | -1.5% | +19.8% | -21.2% | -4.1% |
| 3M | +2.6% | -3.1% | +5.7% | +2.7% |
| 6M | -1.3% | -11.5% | +10.2% | -0.1% |
| YTD | +16.8% | -24.7% | +41.4% | +21.0% |
| 1Y | +34.1% | -45.1% | +79.2% | +45.1% |
| 3Y | +225.1% | -8.9% | +234.0% | +225.8% |
| 5Y | +234.5% | +5.4% | +229.1% | +228.9% |
| 10Y | +674.1% | +131.1% | +543.0% | +609.8% |
| All | +674.1% | +133.7% | +540.4% | +609.8% |
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