+279.7%
WPM vs ACM
-19.2%
+298.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +1.1% | -3.7% | +4.8% | +1.9% |
| 30D | +26.4% | -11.1% | +37.5% | +29.1% |
| 3M | +20.8% | -8.0% | +28.8% | +22.4% |
| 6M | +1.1% | -29.7% | +30.8% | +8.7% |
| YTD | +32.5% | -29.4% | +61.8% | +42.2% |
| 1Y | +51.5% | -46.4% | +98.0% | +71.5% |
| All | +279.7% | -19.2% | +298.9% | +280.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling