+50.5%
WPM vs ACM
-48.7%
+99.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.6% |
| 7D | +3.9% | -3.7% | +7.5% | +4.6% |
| 30D | +17.7% | -12.7% | +30.3% | +20.2% |
| 3M | +39.4% | -9.8% | +49.2% | +41.3% |
| 6M | +6.4% | -31.4% | +37.8% | +14.6% |
| YTD | +34.0% | -32.1% | +66.1% | +45.7% |
| 1Y | +50.5% | -47.8% | +98.3% | +64.8% |
| All | +50.5% | -48.7% | +99.2% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling