+4,678.2%
ACGL vs WSM
+14,065.0%
-9,386.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.8% |
| 7D | +0.9% | +0.5% | +0.3% | +0.8% |
| 30D | +13.7% | +6.0% | +7.8% | +12.9% |
| 3M | +8.0% | +3.2% | +4.8% | +7.6% |
| 6M | +13.3% | +37.1% | -23.8% | +9.0% |
| YTD | +11.8% | +44.2% | -32.3% | +6.7% |
| 1Y | +22.2% | +34.2% | -12.0% | +17.5% |
| 3Y | +32.5% | +249.3% | -216.8% | +10.3% |
| 5Y | +160.2% | +169.3% | -9.1% | +118.6% |
| 10Y | +338.5% | +1,241.2% | -902.7% | +192.0% |
| All | +4,678.2% | +14,065.0% | -9,386.7% | +2,254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling