-42.4%
ACI vs WWD
+192.1%
-234.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.1% |
| 7D | -2.6% | +0.8% | -3.4% | -2.6% |
| 30D | +1.1% | -6.4% | +7.5% | +1.5% |
| 3M | -23.6% | -5.6% | -18.0% | -23.7% |
| 6M | -29.9% | -9.1% | -20.8% | -29.9% |
| YTD | -26.9% | +12.5% | -39.4% | -28.5% |
| 1Y | -34.2% | +41.3% | -75.6% | -37.4% |
| 3Y | -43.6% | +170.2% | -213.9% | -51.0% |
| 5Y | -42.4% | +192.5% | -234.9% | -54.5% |
| All | -42.4% | +192.1% | -234.5% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling