-20.5%
WY vs ACM
+4.8%
-25.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -10.5% | -12.9% | +2.4% | -6.1% |
| 3M | -4.9% | -6.4% | +1.5% | -3.1% |
| 6M | -4.9% | -29.2% | +24.3% | +7.9% |
| YTD | -1.7% | -29.9% | +28.3% | +10.8% |
| 1Y | -9.4% | -47.3% | +37.9% | +16.0% |
| 3Y | -22.3% | -19.6% | -2.7% | -22.3% |
| 5Y | -20.5% | +5.5% | -26.0% | -30.9% |
| All | -20.5% | +4.8% | -25.3% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling