-44.8%
ACHR vs WSM
+346.0%
-390.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.5% | -5.6% |
| 7D | -2.7% | +2.6% | -5.3% | -3.7% |
| 30D | -12.1% | -9.3% | -2.9% | -8.4% |
| 3M | +3.4% | +7.1% | -3.7% | 0.0% |
| 6M | -15.6% | +21.7% | -37.4% | -22.9% |
| YTD | -26.9% | +28.7% | -55.6% | -34.8% |
| 1Y | -34.8% | +13.9% | -48.6% | -39.0% |
| 3Y | -19.2% | +232.2% | -251.4% | -51.6% |
| 5Y | -43.8% | +176.4% | -220.2% | -67.3% |
| All | -44.8% | +346.0% | -390.8% | -66.4% |
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