+1,425.9%
WWD vs ACM
+230.8%
+1,195.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +1.3% | -3.7% | +5.0% | +3.6% |
| 30D | -7.2% | -11.1% | +3.9% | -1.8% |
| 3M | -3.8% | -8.0% | +4.1% | -0.6% |
| 6M | -9.9% | -29.7% | +19.7% | +8.6% |
| YTD | +14.8% | -29.4% | +44.2% | +36.4% |
| 1Y | +42.1% | -46.4% | +88.5% | +97.7% |
| 3Y | +170.8% | -22.3% | +193.1% | +194.8% |
| 5Y | +197.5% | +4.5% | +193.0% | +165.1% |
| 10Y | +477.8% | +127.6% | +350.2% | +210.7% |
| All | +1,425.9% | +230.8% | +1,195.2% | +482.1% |
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 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