+1,547.0%
WPM vs ACM
+230.8%
+1,316.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +1.1% | -3.7% | +4.8% | +2.3% |
| 30D | +26.4% | -11.1% | +37.5% | +30.3% |
| 3M | +20.8% | -8.0% | +28.8% | +23.1% |
| 6M | +1.1% | -29.7% | +30.8% | +11.2% |
| YTD | +32.5% | -29.4% | +61.8% | +45.0% |
| 1Y | +51.5% | -46.4% | +98.0% | +79.5% |
| 3Y | +267.0% | -22.3% | +289.4% | +282.5% |
| 5Y | +250.1% | +4.5% | +245.7% | +228.4% |
| 10Y | +540.4% | +127.6% | +412.7% | +313.3% |
| All | +1,547.0% | +230.8% | +1,316.3% | +642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling