-38.9%
ACI vs WST
-15.6%
-23.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +0.2% | +0.7% | -0.6% | +0.1% |
| 30D | +5.9% | -3.1% | +9.1% | +6.0% |
| 3M | -19.8% | +7.2% | -27.0% | -19.9% |
| 6M | -24.7% | +36.8% | -61.6% | -25.6% |
| YTD | -24.4% | +23.8% | -48.2% | -25.0% |
| 1Y | -31.5% | +37.8% | -69.3% | -32.4% |
| All | -38.9% | -15.6% | -23.3% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling