+19.0%
ACGL vs WSM
+31.6%
-12.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.3% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | +12.8% | +4.6% | +8.1% | +12.7% |
| 3M | +12.3% | +2.4% | +9.8% | +12.2% |
| 6M | +15.8% | +43.7% | -27.8% | +14.7% |
| YTD | +13.9% | +42.1% | -28.2% | +12.5% |
| 1Y | +19.0% | +32.3% | -13.2% | +18.5% |
| All | +19.0% | +31.6% | -12.6% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling