+276.3%
ACGL vs WSM
+997.3%
-721.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | -2.1% | +2.6% | -4.7% | -2.5% |
| 30D | -2.2% | -9.3% | +7.1% | -0.9% |
| 3M | +6.3% | +7.1% | -0.8% | +5.1% |
| 6M | +0.5% | +21.7% | -21.2% | -2.5% |
| YTD | +0.2% | +28.7% | -28.5% | -3.9% |
| 1Y | +7.3% | +13.9% | -6.6% | +4.5% |
| 3Y | +30.8% | +232.2% | -201.3% | +1.6% |
| 5Y | +155.8% | +176.4% | -20.6% | +99.0% |
| 10Y | +276.3% | +1,072.4% | -796.1% | +98.3% |
| All | +276.3% | +997.3% | -721.0% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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