-40.8%
ACI vs WCN
+25.5%
-66.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.9% |
| 7D | -7.1% | -4.4% | -2.7% | -5.7% |
| 30D | -4.5% | -4.4% | 0.0% | -3.1% |
| 3M | -22.3% | +0.5% | -22.7% | -22.4% |
| 6M | -28.4% | -3.3% | -25.2% | -27.8% |
| YTD | -29.5% | -8.5% | -21.0% | -27.7% |
| 1Y | -34.2% | -8.9% | -25.3% | -32.5% |
| 3Y | -45.7% | +18.0% | -63.7% | -49.6% |
| 5Y | -40.8% | +25.0% | -65.8% | -49.4% |
| All | -40.8% | +25.5% | -66.2% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling