-23.4%
ACI vs WST
+47.8%
-71.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.4% |
| 7D | -2.2% | -3.1% | +0.9% | -2.2% |
| 30D | +10.3% | +9.1% | +1.2% | +10.2% |
| 3M | +7.2% | +14.7% | -7.5% | +6.9% |
| 6M | -18.0% | +28.0% | -46.0% | -17.9% |
| YTD | -22.0% | +45.6% | -67.6% | -22.8% |
| All | -23.4% | +47.8% | -71.2% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling