-29.2%
WU vs ACM
+250.9%
-280.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +2.1% | +3.0% | -0.9% | +1.0% |
| 30D | +10.1% | +19.7% | -9.5% | +3.4% |
| 3M | -1.1% | +5.3% | -6.5% | -3.4% |
| 6M | -19.8% | -10.8% | -9.0% | -17.7% |
| YTD | -20.8% | -25.1% | +4.3% | -14.2% |
| 1Y | -15.1% | -45.8% | +30.7% | +2.8% |
| 3Y | -23.2% | -9.4% | -13.8% | -23.4% |
| 5Y | -42.6% | +4.8% | -47.4% | -46.4% |
| 10Y | -38.9% | +129.8% | -168.7% | -59.4% |
| All | -29.2% | +250.9% | -280.1% | -66.2% |
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 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