+26.3%
ACI vs WSM
+513.6%
-487.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +0.2% | -3.3% | +3.4% | +0.5% |
| 30D | +5.9% | -8.4% | +14.3% | +6.8% |
| 3M | -19.8% | +9.7% | -29.4% | -20.5% |
| 6M | -24.7% | +16.7% | -41.4% | -26.0% |
| YTD | -24.4% | +28.7% | -53.1% | -26.5% |
| 1Y | -31.5% | +13.7% | -45.2% | -32.7% |
| 3Y | -38.7% | +230.1% | -268.8% | -50.4% |
| 5Y | -42.8% | +179.0% | -221.8% | -53.4% |
| All | +26.3% | +513.6% | -487.3% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling