-24.8%
WY vs ACM
-7.4%
-17.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | +0.2% | +6.6% | -6.4% | -1.6% |
| 30D | +8.0% | +19.8% | -11.8% | +2.6% |
| 3M | -17.7% | -3.1% | -14.5% | -17.5% |
| 6M | -10.8% | -11.5% | +0.7% | -8.6% |
| YTD | -10.6% | -24.7% | +14.1% | -4.8% |
| 1Y | -5.7% | -45.1% | +39.3% | +13.6% |
| 3Y | -24.8% | -8.9% | -15.9% | -33.7% |
| All | -24.8% | -7.4% | -17.4% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling