+34.3%
ACI vs WPM
+239.0%
-204.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +4.9% | -3.1% | +8.0% | +4.9% |
| 3M | +11.1% | -2.2% | +13.3% | +10.9% |
| 6M | -14.9% | -7.4% | -7.5% | -14.9% |
| YTD | -19.6% | +12.6% | -32.3% | -21.2% |
| 1Y | -22.7% | +22.8% | -45.6% | -24.9% |
| 3Y | -31.2% | +213.6% | -244.9% | -38.7% |
| 5Y | -42.3% | +211.2% | -253.5% | -49.6% |
| All | +34.3% | +239.0% | -204.7% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling