-44.0%
ACHR vs WSM
+343.5%
-387.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -11.3% | -7.7% | -3.6% | -8.3% |
| 3M | +5.3% | +3.8% | +1.5% | +3.2% |
| 6M | -13.2% | +22.7% | -35.9% | -20.9% |
| YTD | -25.8% | +28.0% | -53.8% | -33.6% |
| 1Y | -34.3% | +12.7% | -47.0% | -38.2% |
| 3Y | -19.9% | +231.3% | -251.2% | -51.9% |
| 5Y | -42.7% | +177.2% | -219.8% | -66.6% |
| All | -44.0% | +343.5% | -387.5% | -65.8% |
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