-30.1%
WU vs ACM
+250.2%
-280.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -5.3% | +5.1% | -10.4% | -6.9% |
| 30D | +9.0% | +18.7% | -9.7% | +2.6% |
| 3M | -3.6% | +15.5% | -19.0% | -8.5% |
| 6M | -19.4% | +1.2% | -20.6% | -20.6% |
| YTD | -21.7% | -25.2% | +3.5% | -15.1% |
| 1Y | -16.1% | -46.3% | +30.2% | +1.9% |
| 3Y | -24.1% | -9.6% | -14.6% | -24.3% |
| 5Y | -44.1% | +4.4% | -48.5% | -47.8% |
| 10Y | -39.6% | +129.3% | -168.9% | -59.8% |
| All | -30.1% | +250.2% | -280.2% | -66.6% |
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