-34.2%
ACI vs WWD
+40.3%
-74.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -7.1% | -2.9% | -4.2% | -7.2% |
| 30D | -4.5% | -6.6% | +2.1% | -4.8% |
| 3M | -22.3% | -9.3% | -13.0% | -23.0% |
| 6M | -28.4% | -13.6% | -14.8% | -28.8% |
| YTD | -29.5% | +10.4% | -39.9% | -31.3% |
| 1Y | -34.2% | +39.9% | -74.1% | -35.2% |
| All | -34.2% | +40.3% | -74.6% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling