+1,348.6%
WPM vs ACM
+233.3%
+1,115.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +16.9% | +5.4% | +11.6% | +15.2% |
| 30D | +2.0% | +15.1% | -13.2% | -2.2% |
| 3M | +8.9% | -10.5% | +19.4% | +12.0% |
| 6M | +1.6% | -19.7% | +21.3% | +7.3% |
| YTD | +16.5% | -28.8% | +45.3% | +27.1% |
| 1Y | +42.2% | -47.9% | +90.1% | +70.0% |
| 3Y | +213.3% | -12.4% | +225.7% | +214.7% |
| 5Y | +249.9% | +0.6% | +249.4% | +233.0% |
| 10Y | +549.4% | +161.3% | +388.1% | +296.3% |
| All | +1,348.6% | +233.3% | +1,115.3% | +550.7% |
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