+33.3%
ACI vs WSM
+587.6%
-554.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.9% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | +1.2% | +5.1% | -3.8% | +0.7% |
| 3M | +6.8% | +5.1% | +1.7% | +6.2% |
| 6M | -18.7% | +48.6% | -67.3% | -22.0% |
| YTD | -20.2% | +44.2% | -64.4% | -23.4% |
| 1Y | -23.7% | +38.1% | -61.8% | -26.5% |
| 3Y | -31.6% | +257.2% | -288.9% | -44.9% |
| 5Y | -42.8% | +165.1% | -207.9% | -52.2% |
| All | +33.3% | +587.6% | -554.3% | -8.5% |
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