+1,298.5%
WWD vs ACM
+233.3%
+1,065.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +4.2% | +5.4% | -1.2% | +1.0% |
| 30D | -2.1% | +15.1% | -17.3% | -10.1% |
| 3M | -13.2% | -10.5% | -2.7% | -8.9% |
| 6M | -16.9% | -19.7% | +2.8% | -7.9% |
| YTD | +5.2% | -28.8% | +34.1% | +23.9% |
| 1Y | +20.6% | -47.9% | +68.5% | +70.2% |
| 3Y | +146.3% | -12.4% | +158.7% | +148.1% |
| 5Y | +171.3% | +0.6% | +170.8% | +147.9% |
| 10Y | +471.3% | +161.3% | +310.1% | +182.5% |
| All | +1,298.5% | +233.3% | +1,065.2% | +428.8% |
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 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