+26.3%
ACI vs WCN
+89.0%
-62.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | 0.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +5.9% | +0.4% | +5.5% | +5.8% |
| 3M | -19.8% | +7.3% | -27.1% | -21.4% |
| 6M | -24.7% | -2.5% | -22.2% | -24.3% |
| YTD | -24.4% | -5.4% | -19.0% | -23.4% |
| 1Y | -31.5% | -8.5% | -23.0% | -30.0% |
| 3Y | -38.7% | +20.8% | -59.5% | -42.9% |
| 5Y | -42.8% | +30.0% | -72.8% | -48.9% |
| All | +26.3% | +89.0% | -62.7% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling