-6.7%
WY vs ACM
-48.0%
+41.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.1% |
| 7D | -1.7% | -3.7% | +2.0% | -1.3% |
| 30D | -9.9% | -12.7% | +2.8% | -8.8% |
| 3M | -7.5% | -9.8% | +2.3% | -6.7% |
| 6M | -5.1% | -31.4% | +26.3% | -2.9% |
| YTD | -2.1% | -32.1% | +30.0% | +0.3% |
| All | -6.7% | -48.0% | +41.2% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling