-44.0%
ACHR vs WSM
+171.2%
-215.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.1% |
| 7D | -5.4% | +0.4% | -5.8% | -5.6% |
| 30D | -19.7% | -10.7% | -9.0% | -15.2% |
| 3M | +7.9% | +8.5% | -0.6% | +3.1% |
| 6M | -13.8% | +19.6% | -33.4% | -21.7% |
| YTD | -27.5% | +26.6% | -54.1% | -36.1% |
| 1Y | -33.9% | +12.0% | -45.9% | -38.4% |
| 3Y | -20.0% | +226.6% | -246.6% | -57.9% |
| 5Y | -44.0% | +174.1% | -218.1% | -71.9% |
| All | -44.0% | +171.2% | -215.2% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling