+175.0%
WWD vs ACM
-2.7%
+177.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +4.2% | +5.4% | -1.2% | +1.7% |
| 30D | -2.1% | +15.1% | -17.3% | -8.4% |
| 3M | -13.2% | -10.5% | -2.7% | -9.3% |
| 6M | -16.9% | -19.7% | +2.8% | -8.7% |
| YTD | +5.2% | -28.8% | +34.1% | +21.9% |
| 1Y | +20.6% | -47.9% | +68.5% | +66.2% |
| 3Y | +146.3% | -12.4% | +158.7% | +138.2% |
| All | +175.0% | -2.7% | +177.7% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling