+33.3%
ACI vs WWD
+363.8%
-330.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | +2.3% | +4.0% | -1.7% | +2.1% |
| 30D | +1.2% | +0.4% | +0.8% | +1.2% |
| 3M | +6.8% | -7.9% | +14.7% | +7.1% |
| 6M | -18.7% | -10.6% | -8.1% | -18.6% |
| YTD | -20.2% | +9.4% | -29.6% | -21.5% |
| 1Y | -23.7% | +25.7% | -49.5% | -25.7% |
| 3Y | -31.6% | +148.5% | -180.2% | -37.1% |
| 5Y | -42.8% | +189.5% | -232.3% | -49.2% |
| All | +33.3% | +363.8% | -330.6% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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