-27.1%
WU vs ACM
+230.8%
-257.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -0.8% | -3.7% | +2.9% | +0.5% |
| 30D | -1.1% | -11.1% | +10.0% | +2.4% |
| 3M | -3.9% | -8.0% | +4.1% | -1.9% |
| 6M | -20.7% | -29.7% | +9.0% | -11.5% |
| YTD | -18.4% | -29.4% | +11.0% | -9.6% |
| 1Y | -8.1% | -46.4% | +38.4% | +11.7% |
| 3Y | -24.2% | -22.3% | -1.8% | -20.2% |
| 5Y | -50.4% | +4.5% | -54.9% | -53.8% |
| 10Y | -40.0% | +127.6% | -167.7% | -60.2% |
| All | -27.1% | +230.8% | -257.9% | -64.4% |
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