+17.7%
ACI vs WPM
+288.4%
-270.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.1% |
| 7D | -7.1% | -3.6% | -3.5% | -6.9% |
| 30D | -4.5% | +12.5% | -17.0% | -5.2% |
| 3M | -22.3% | +40.6% | -62.9% | -24.0% |
| 6M | -28.4% | +0.5% | -29.0% | -28.6% |
| YTD | -29.5% | +29.0% | -58.5% | -31.3% |
| 1Y | -34.2% | +43.8% | -78.0% | -36.7% |
| 3Y | -45.7% | +266.3% | -311.9% | -52.0% |
| 5Y | -40.8% | +255.1% | -295.9% | -48.6% |
| All | +17.7% | +288.4% | -270.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling