-44.0%
ACI vs WPM
+261.4%
-305.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -5.0% | +3.9% | -8.9% | -5.3% |
| 30D | -2.3% | +17.7% | -20.0% | -3.7% |
| 3M | -23.2% | +39.4% | -62.6% | -25.5% |
| 6M | -29.5% | +6.4% | -35.9% | -30.0% |
| YTD | -28.6% | +34.0% | -62.6% | -31.5% |
| 1Y | -34.0% | +50.5% | -84.6% | -37.9% |
| 3Y | -45.0% | +280.3% | -325.3% | -55.3% |
| 5Y | -44.0% | +266.3% | -310.3% | -57.9% |
| All | -44.0% | +261.4% | -305.4% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling