+32.6%
ACI vs WST
+86.7%
-54.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -5.3% | +1.1% | -6.4% | -5.4% |
| 30D | +5.0% | +12.4% | -7.3% | +4.2% |
| 3M | +7.5% | +17.6% | -10.1% | +6.2% |
| 6M | -16.0% | +28.3% | -44.3% | -17.6% |
| YTD | -20.6% | +50.5% | -71.1% | -23.2% |
| 1Y | -23.5% | +49.4% | -72.9% | -26.0% |
| 3Y | -32.1% | +21.9% | -54.0% | -34.6% |
| 5Y | -42.5% | +0.4% | -42.9% | -44.3% |
| All | +32.6% | +86.7% | -54.1% | +11.4% |
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