+170.0%
WWD vs ACM
-19.2%
+189.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +1.3% | -3.7% | +5.0% | +2.7% |
| 30D | -7.2% | -11.1% | +3.9% | -3.2% |
| 3M | -3.8% | -8.0% | +4.1% | -1.3% |
| 6M | -9.9% | -29.7% | +19.7% | +3.7% |
| YTD | +14.8% | -29.4% | +44.2% | +30.6% |
| 1Y | +42.1% | -46.4% | +88.5% | +83.9% |
| All | +170.0% | -19.2% | +189.2% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling