+22.2%
ACI vs WST
+52.6%
-30.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +1.1% | -4.6% | +5.7% | +1.4% |
| 3M | -23.6% | +5.7% | -29.3% | -24.0% |
| 6M | -29.9% | +37.6% | -67.5% | -31.7% |
| YTD | -26.9% | +23.0% | -49.9% | -28.2% |
| 1Y | -34.2% | +33.8% | -68.1% | -36.0% |
| 3Y | -43.6% | -13.4% | -30.3% | -43.9% |
| 5Y | -42.4% | -27.0% | -15.4% | -42.7% |
| All | +22.2% | +52.6% | -30.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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