+21.6%
ACI vs WSM
+510.4%
-488.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.1% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | +0.6% | -7.7% | +8.3% | +1.4% |
| 3M | -20.3% | +3.8% | -24.1% | -20.6% |
| 6M | -24.7% | +22.7% | -47.3% | -26.3% |
| YTD | -27.2% | +28.0% | -55.2% | -29.3% |
| 1Y | -32.7% | +12.7% | -45.4% | -33.8% |
| 3Y | -43.9% | +231.3% | -275.2% | -54.7% |
| 5Y | -38.9% | +177.2% | -216.0% | -50.2% |
| All | +21.6% | +510.4% | -488.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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