+49.4%
WY vs ACM
+230.8%
-181.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.7% | -3.7% | +2.0% | +0.1% |
| 30D | -10.1% | -11.1% | +1.0% | -5.5% |
| 3M | -5.1% | -8.0% | +2.8% | -2.2% |
| 6M | -4.8% | -29.7% | +24.9% | +11.1% |
| YTD | -0.2% | -29.4% | +29.1% | +14.8% |
| 1Y | -6.6% | -46.4% | +39.8% | +22.4% |
| 3Y | -22.7% | -22.3% | -0.4% | -17.7% |
| 5Y | -22.2% | +4.5% | -26.7% | -29.9% |
| 10Y | +7.3% | +127.6% | -120.4% | -36.6% |
| All | +49.4% | +230.8% | -181.3% | -36.1% |
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