-43.6%
ACI vs WPM
+279.1%
-322.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -2.6% | +7.0% | -9.6% | -2.8% |
| 30D | +1.1% | +15.7% | -14.7% | +0.5% |
| 3M | -23.6% | +35.2% | -58.9% | -24.6% |
| 6M | -29.9% | +6.1% | -36.0% | -30.0% |
| YTD | -26.9% | +32.6% | -59.4% | -28.6% |
| 1Y | -34.2% | +46.9% | -81.2% | -36.6% |
| 3Y | -43.6% | +276.3% | -319.9% | -49.9% |
| All | -43.6% | +279.1% | -322.7% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling