+42.8%
WWD vs ACM
-48.7%
+91.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | +0.6% | -3.7% | +4.3% | +1.4% |
| 30D | -5.1% | -12.7% | +7.6% | -2.1% |
| 3M | -11.2% | -9.8% | -1.4% | -9.3% |
| 6M | -12.0% | -31.4% | +19.4% | -3.9% |
| YTD | +12.0% | -32.1% | +44.1% | +22.3% |
| 1Y | +42.8% | -47.8% | +90.6% | +64.1% |
| All | +42.8% | -48.7% | +91.5% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling