-45.7%
ACI vs WSM
+226.4%
-272.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | -7.1% | +0.4% | -7.5% | -7.1% |
| 30D | -4.5% | -10.7% | +6.2% | -4.4% |
| 3M | -22.3% | +8.5% | -30.8% | -22.2% |
| 6M | -28.4% | +19.6% | -48.1% | -28.3% |
| YTD | -29.5% | +26.6% | -56.1% | -29.4% |
| 1Y | -34.2% | +12.0% | -46.2% | -34.2% |
| All | -45.7% | +226.4% | -272.1% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling