+4.4%
WY vs ACM
+131.7%
-127.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.7% |
| 7D | -3.7% | -5.9% | +2.2% | -0.5% |
| 30D | -11.3% | -6.2% | -5.1% | -8.8% |
| 3M | -8.1% | -7.9% | -0.3% | -5.1% |
| 6M | -7.4% | -30.6% | +23.2% | +10.4% |
| YTD | -4.7% | -33.3% | +28.6% | +14.5% |
| 1Y | -9.2% | -49.2% | +40.0% | +26.2% |
| 3Y | -24.7% | -23.5% | -1.2% | -20.1% |
| 5Y | -21.6% | +0.9% | -22.5% | -31.5% |
| All | +4.4% | +131.7% | -127.3% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling