-43.6%
ACI vs WWD
+164.2%
-207.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.2% |
| 7D | -2.6% | +0.8% | -3.4% | -2.6% |
| 30D | +1.1% | -6.4% | +7.5% | +1.2% |
| 3M | -23.6% | -5.6% | -18.0% | -23.8% |
| 6M | -29.9% | -9.1% | -20.8% | -30.1% |
| YTD | -26.9% | +12.5% | -39.4% | -28.4% |
| 1Y | -34.2% | +41.3% | -75.6% | -36.9% |
| 3Y | -43.6% | +170.2% | -213.9% | -51.1% |
| All | -43.6% | +164.2% | -207.8% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling