+260.8%
WPM vs ACM
+5.0%
+255.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +1.1% | -3.7% | +4.8% | +2.1% |
| 30D | +26.4% | -11.1% | +37.5% | +29.7% |
| 3M | +20.8% | -8.0% | +28.8% | +22.8% |
| 6M | +1.1% | -29.7% | +30.8% | +10.1% |
| YTD | +32.5% | -29.4% | +61.8% | +43.8% |
| 1Y | +51.5% | -46.4% | +98.0% | +76.5% |
| 3Y | +267.0% | -22.3% | +289.4% | +275.2% |
| All | +260.8% | +5.0% | +255.9% | +240.1% |
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