-51.2%
WU vs ACM
+2.7%
-53.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.1% |
| 7D | -4.9% | -3.7% | -1.3% | -3.8% |
| 30D | -1.3% | -12.7% | +11.4% | +2.5% |
| 3M | -3.6% | -9.8% | +6.2% | -1.2% |
| 6M | -24.3% | -31.4% | +7.1% | -15.3% |
| YTD | -21.1% | -32.1% | +11.0% | -12.0% |
| 1Y | -10.3% | -47.8% | +37.5% | +9.7% |
| 3Y | -28.4% | -22.1% | -6.3% | -26.0% |
| 5Y | -51.2% | +1.8% | -53.0% | -55.2% |
| All | -51.2% | +2.7% | -53.9% | -55.2% |
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