+1,351.9%
WPM vs ACM
+252.7%
+1,099.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.3% |
| 7D | +16.4% | +6.6% | +9.7% | +14.2% |
| 30D | -1.5% | +19.8% | -21.2% | -6.6% |
| 3M | +2.6% | -3.1% | +5.7% | +3.0% |
| 6M | -1.3% | -11.5% | +10.2% | +1.2% |
| YTD | +16.8% | -24.7% | +41.4% | +25.3% |
| 1Y | +34.1% | -45.1% | +79.2% | +57.8% |
| 3Y | +225.1% | -8.9% | +234.0% | +223.0% |
| 5Y | +234.5% | +5.4% | +229.1% | +214.0% |
| 10Y | +674.1% | +131.1% | +543.0% | +401.9% |
| All | +1,351.9% | +252.7% | +1,099.2% | +541.3% |
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