+247.2%
WPM vs ACM
-2.7%
+249.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +16.9% | +5.4% | +11.6% | +15.4% |
| 30D | +2.0% | +15.1% | -13.2% | -1.8% |
| 3M | +8.9% | -10.5% | +19.4% | +11.7% |
| 6M | +1.6% | -19.7% | +21.3% | +7.0% |
| YTD | +16.5% | -28.8% | +45.3% | +26.8% |
| 1Y | +42.2% | -47.9% | +90.1% | +69.2% |
| 3Y | +213.3% | -12.4% | +225.7% | +205.3% |
| All | +247.2% | -2.7% | +249.9% | +219.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling