-16.9%
ACI vs WCN
+16.1%
-32.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +2.5% |
| 7D | +4.5% | +6.7% | -2.2% | +2.1% |
| 30D | +20.9% | +24.3% | -3.5% | +12.0% |
| 3M | +15.2% | +16.1% | -0.8% | +9.4% |
| 6M | -13.3% | +19.9% | -33.3% | -18.6% |
| YTD | -16.2% | +10.1% | -26.3% | -18.7% |
| 1Y | -16.9% | +14.4% | -31.3% | -20.6% |
| All | -16.9% | +16.1% | -32.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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